When you arrive on your new plot of land, you will find a drafting table, carpenter's bench, anviland chest on the outcropping on the south edge of the property a stone quarry is a few feet beyond the chest to the south, in the outcropping itself. It is also located almost directly over the central ruin in Blackreach.
The property is southeast of the Tower of Mzark a short distance to the east is the giant camp Blizzard Restand you can see Dragonsreach rising behind Loreius Farm to the south.
Your new property, Heljarchen Hall, will be marked as an undiscovered location on your map, located on the southern border of The Pale, where the northern mountains give way to the great plains of Whiterun Hold. When you ask if you can buy a house in the hold, you will be told that there are no houses for sale at that time, but a new plot of land is available. You will have to complete the quests Waking Nightmare and Kill the Giant before being allowed to purchase land if Skald is jarl Brina will allow you to purchase land out of gratitude for your help in installing her. If Skald is still the jarlspeak with him if Skald won't sell you the land, speak to Bulfrek if the Imperial Legion has control of the hold, speak with the new jarl, Brina Merilis. It is one of three potential homes available with the Hearthfire add-on.
