You don't unlock shouts automatically by killing dragons.
When you kill a dragon you "absorb a dragon soul".
You can then go to "magic" selection screen and then to the "shouts" selection. From there you you can see all the shouts you have learned.
On the bottom-right side of the screen you can see how many "dragon souls" you have to spend,
And on the bottom-left side it shows the button to press to "spend soul".
select the specific shout you want to unlock then press the button to "spend soul".
You will now be able to use the shout.