Will unlock if you stick to the main story line.
A Cornered Rat*** Spoiler - click to reveal ***Delphine will send you to Riften to search for Esbern. You will have to talk to Brynjolf, on the market place during the day; if you ever met Brynjolf priorly, you will have to complete 'A Chance Arrangement' for him before you can continue this quest.
Once you obtain the intel on Esbern, you can go search for him in the Ratway. You will have to go through the Thieves Guild hideout and then go deeper into the sewers. Esbern will be behind a locked iron door about the end of the galleries. Once you guys are done talking and Esbern has gathered his belongings, the next quest starts.
Alduin's wall*** Spoiler - click to reveal ***Once back to Riverwood, the Blades army of three will head to Karthspire to look for the ancient Blades headquarters. at Karthspire Camp you will have to fight some Fornsworn and most likely a dragon. Upon entering the cavern, you will have to solve a simple pillar puzzle, of which Esbern gives you the solution. You will also have to deactivate a trap of pressure plates by walking on Dragonborn symbols. Finally you will have to use your blood to open the gate to the Shy Haven temple. After Esbern translates the stone fresco, you are done for this one.