Well there's three ways you can do it. If you try really hard, you can whirlwind sprint off Jorvaskr, but you could die from the fall. The next is a house in the living district. I believe it's the house beside the Drunken Huntsman. There should be a few rocks. Climb over them and go straight through the wall. You can also try by jumping up onto the barrel in the little room by the main gate, then jumping over. After you succesfully get outside, you want to run over and slightly past the Skyforge. Be careful: Some crevices you can't get out of or access the chest from.
I managed to do it without shouts. It is REALLY hard and I only managed once by luck and once after 2 hours of trying. At the main entrace to wihterun, there are some barrels in the left side of the "gatehouse". From here you can try and jump up onto the wall on the right, and jumping out on that hole. Then you can simply run around the town, the ground is safe, you won't fall into the nothing. The method of using Jorvaskr and whirlwind sprint is much more reliable, and if you count the distance of the sprint right you won't die (saving before the shout saves time of you do)