Start at the stone bridge at the north end of Riverwood. When you cross, there is a fork in the road. Take the left and follow the path winding up a hill, it will lead you west up the mountain. Follow the stone markers if you get confused, they are a bunch of rocks stacked on top of each other. Eventually you will come to a tower. Follow the path north and turn left at the trees, you should see some ruins. That's the Barrow.