Is there addon that shows me locations of all World walls (before completing main quest)?

No.

No. Dragon Lairs have Word Walls though.

Besides, that would be too easy. It feels good finding them on your own.

Pehaps he's talking about a mod? But I don't know any that would show all Word Walls.

Anyway, wouldn't it be enough to just look at http://www.uesp.net/wiki/Skyrim:Dragon_Shouts#Available_Dragon_Shoutson UESP?

if you're on pc

http://skyrim.nexusmods.com/mods/25440/?tab=1&navtag=%2Fajax%2Fmoddescription%2F%3Fid%3D25440%26preview%3D&pUp=1

i guess it's a book though, and not just a cheat code