How to Enter the Keep in "Unbound" in Skyrim

Follow Ralof into a tall tower to the southwest. As soon as Alduin attacks Helgen, you will need to gather yourself after the initial attack. Ralof will be heading to a tower to the southwest of where you stand. Follow him into the tower, ensuring the door behind can close. There will be some injured Stormcloak troops inside.

Head up the tower. Once you have entered this tower, you will need to make your way up the stairs to the right upon entering the door. You will encounter a Stormcloak soldier up ahead mentioning the need to move some rocks to continue up the tower. Alduin will destroy the wall to the right, killing the soldier. You will not be damaged if you are close to the wall when this occurs.

Jump out of the tower onto the partially destroyed inn. Ralof will tell you to jump out of the recently made hole onto an inn just below. He mentions he will find another way around and try to meet up with you later. Move towards the hole in the wall, and jump when you are at the edge so you make it to the other building. You will take a little bit of damage but nothing major when taking this jump.

Make your way through the inn. When you land in the inn, you will need to make your way east to the other side of the inn where a hole will be leading to the first floor. A quest marker will indicate where you need to head to in case you are unable to find the hole. Once you are on the first floor, you will be required to head out the front door, where you will see Hadvar.

Follow Hadvar through the ruins. Hadvar will ask you to follow him through the ruins of Helgen. Hadvar will head northeast towards a couple of buildings. You will pass in between a building and a stone wall. Alduin will land on the stone wall and direct his flame into the alleyway around the corner to your right. Once he flies away, proceed to follow Hadvar up the steps and then make a left north inside a ruined building. You will come across Imperial soldiers fighting Alduin in the street and meet up with General Tullius. Stick close to Hadvar to keep yourself safe from Alduin’s attacks. If you stray too far you can take significant damage and die.

Stay close behind Hadvar as you make your way to the keep. General Tullius will instruct Hadvar to retreat to the keep. Follow Hadvar north and then make a left towards the entrance to the keep. Here you will come across Ralof just before entering the keep.

Follow Hadvar or Ralof into the keep. Hadvar and Ralof won’t have time to attack each other and will instead make their own separate ways into the keep. You have the option to either follow Hadvar into the keep or Ralof. Following either character will yield different events within the keep. If you follow Hadvar, you will enter the barracks of the keep. He will untie your bonds and tell you to gather some equipment. Following Ralof into the keep will lead you to a circular room with a dead Stormcloak soldier. He will free you from your bonds and ask you to equip yourself.