I figured the mod needed an FAQ-style bug-fixing discussion, so here we go. I'm writing down all known bugs I've encountered throughout the development cycle of Metal Shouts thus far, as well as their solutions. If you've never ran into one of these bugs, it's because I fixed it before an official update but am just too paranoid to not document the bug and its solution, just in case.

If that's the case, then you simply didn't install the mod correctly/at all. Make sure you installed Metal Shouts and adjust its load order if need be. Try putting it at the very bottom of the list.

This issue is a little more complicated, and I hope to fix it in a future patch; however, this issue is very easily remedied. You can try waiting in-game for 24 or 48 hours.

If that doesn't make him return to the stall, you probably killed something in/near Riverwood and he's gawking at the corpse--or, at least, he's standing in the spot where the corpse used to be.

If neither waiting nor looking around corpses works, you'll have to use the console.
Type in:

help merchant of metal

This will show you the Merchant of Metal's form ID (be sure to use the form ID of the Merchant of Metal and NOT the "Original Merchant of Metal," as this may break the Dethroned quest), which is needed for the next two commands:

prid formid
moveto player

If the Merchant is alive and in the world, this should bring him to you. If this does not work, the Merchant is either dead and didn't respawn like he is meant to, or has otherwise been removed from the world for reasons unknown. In that case, keep the form ID you used in the last command in mind and use this command:

player.placeatme formid

This command will spawn a new Merchant of Metal at your location (where formid is, of course, the Merchant of Metal's form ID). I'm not sure if that will interfere with the mod's quests, so you've been warned.

The book, or the actual shout?

Book: Sometimes, the books can be weird (especially if you read them directly out of a container--IE a dead body or a chest). If it's your first time reading one, you may have to keep the book open for a solid few seconds in order to learn the shout.

Shout: Make sure the shout has been selected, make sure the load order of the mod is correct, and make sure the mod's even installed.

For whatever reason, quest functionality in Skyrim is save-file based. Whatever problem you're having (dialogue not showing up, no quest markers, no NPCs in Metal Rock), you may have to start a new save entirely. However, you can put the quest functionality into working order in your old saves should it not be appearing by following these steps:

1. While in-game, save your game in a new slot.
   
2. Exit the game and disable Metal Shouts.
   
3. Load the save you made in step one.
   
4. Once more, save your game in a new slot.
   
5. Exit the game and enable Metal Shouts.
   
6. Load the save you made in step four.

With this process, you will lose ALL shouts you may have previously obtained. However, that leads us to the next problem:

This method enables you to get all Metal Shouts in the game except for Legendary Shouts. Any user could take advantage of this to dishonestly acquire the shouts, but I frankly don't mind.

1. Type coc 001HallsofMetal into the console.
   
2. You'll be in a small room with blaring metal and an unused NPC. Type tcl into the console and fly through the walls.
   
3. Look for a chest. Once you find it, open it. The chest contains the Merchant of Metal's selection of Metal Shouts, and, by extension, all Metal Shouts in the game. Take what you need/want, but bear in mind that this will count as stealing. However, if you get stopped by guards for some other crime after already reading the books, the fact that said books were stolen simply won't matter.
   
4. Return to Skyrim by typing coc Riverwood into the console.

Quoth the mod description: "If the Merchant of Metal won't speak to you, save and exit your game, then re-load that save."