This is the final stage of the quest "A New Source of Stalhrim". After completing this objective, you will be able to craft Stalhrim!

After killing Ancarion on his boat in Northshore Landing, and looting the Stalhrim Source Map from his body, you need to talk to the blacksmith, Baldor Iron-Shaper. Note that Baldor is NOT in the Abandoned Lodge anymore. Instead, go to Skaal Village and find him there. He calls you his friend, and says it is good to see you again. He asks if you found the elves at their ship.

You answer: "Yes, and I've brought you the map to the Stalhrim souce". Baldor Iron-Shaper says that he knows you faced great danger to bring this map to him. He names you friend of the Skaal, and trusts you with the knowledge of forging Stalhrim. If you bring Stalhrim to Baldor's forge, you can use his tools to make what you will from it.

This completes the quest, "A New Source of Stalhrim". At this stage you can Craft Stalhrim!

How to Craft Stalhrim
First, you need Stalhrim, of course. To learn more about Stalhrim, see the wiki entry:
Skyrim Dragonborn: Stalhrim

You need to mine Stalhrim from Stalhrim Deposits using a Nordic Pickaxe. You know one of the Stalhrim Source Locations from the map you got from Anacrion. For other locations of Stalhrim Sources, see the wiki:
Skyrim Dragonborn: Stalhrim Vein Locations

You also need the Ebony Smithing Perk, under Orcish Smithing.

Note: If you are already maxed out and can no longer take any more perks, there still is a way to get the Ebony Smithing. You can reset your perks after completing the main storyline by reading the Black Book at the end to reset your perk points and get Ebony Smithing.

Go to the Blacksmith Forge in Skaal Village (although any blacksmith forge can be used to make Stalhrim). Choose Stalhrim from the options on the left. Then craft the Stalhrim Armor and Stalhrim Weapons you want, for example the Stalhrim Battleaxe shown below:

Stalhrim Battle Axe from Skyrim Dragonborn