After the Bend Will shout is directed at a dragon, it will land and allow the Dragonborn to mount it. As soon as the dragon has been mounted, it will take to the skies. Most named dragons, such as Alduin and Paarthurnax will resist the shout. However, Odahviing can be mounted. Once airborne, it's not actually possible to fully control the direction of flight. Rather, the dragon will follow certain instructions or orders given to it. If no orders are given, the dragon will simply circle the area.