It's not in your spell lists under Conjuration?
You learn spells by reading a spell tome which then promptly disappears. It says you already know Soul Trap though. Open your magic menu (press P) and like Ted said, you'll find it under Conjuration. You can equip it like a weapon. Keep in mind that this spell lasts only 60 seconds, so you need to kill the enemy you want to soul trap before the time runs out.
This. Also, it is a close range spell. You have to be basically within melee combat range to hit a target. If it works and you still don't capture a soul, you should get a message on your screen (it shows in the upper right hand corner for me) that says no sould gem large enough. Different creatures have different size souls and may require larger soul gems than you have. Though a Common should work for most of the basic creatures.
To add to what Jabberdave said, here's a http://uesp.net/wiki/Skyrim:Souls of which souls the different creatures have.
And just to confuse things further, there's a perk in the Conjuration skill line that enhances bound melee weapons (another Conjuration spell) to auto-cast a short duration soul trap on a successful hit. Absolutely essential for the less-than-ethical enchanter!
Ahh, you guys are great! Thanks so much. It seems so obvious when you say it but I sure couldn't get it! Appreciate it very much. On the point that it's "short range", does that mean I shouldn't apply it to my bow? My goal is to be the greatest archer Skyrim has ever seen!
You can, but that is an enchantment. Different than the spell. The spell must be cast on your target and then you have a limited amount of time to kill them in order to capture the soul. The enchantment on weapons, depending on your enchantment skill, will have a far shorter time limit. But that may not matter if you hit the target with a weapon enchanted with soul trap several times.
Or get lucky and find one with soul trap. Though I'm not sure I remember finding one. Then again, I stick to the spell or I end up with a bunch of big gems with tiny little souls in them. That is so 3rd era.
So, then, how do I enchant a weapon? What is needed and what are the steps?
Weapons with soul trap on them are common in my game on 360. I'm currently carrying an orcish bow and the Ebony Bow of Damnation was one of my favorite weapons on my first long term character. Daggers with soul trap were common as well so just keep your eyes open for any of them with the enchantment and you can break it down then or wait till you get a better weapon to transfer the enchantment to.
1. Take weapon with enchantment to an enchanters table
2. Choose disenchant and specify item
3. At enchanters table choose enchant.
4. Pick item to be enchanted
5. Choose enchantment to place on item
6. Choose a filled soul gem to use for the enchanting
7. Either name your new weapon (Follow the prompt) or just craft the item.
8. Use filled soul gems to keep your weapon powered up.
Fini
Arcane Enchanters are easily found. The court wizard in Whiterun has one.
http://static2.nexusmods.com/110/mods/110/images/2395-1-1322862188.jpg
You will need to locate an item that is enchanted with Soul Trap (names of the weapons will vary, but the enchantment is the same) and disenchant that item at the Arcane Enchanter. Then, once you have a filled soul gem and an item to enchant, such as a bow, you can apply that enchantment to the item (bow).
Disenchanting anything destroys that item, but that is the only way to learn the enchantment. Soul gems used to enchant items are destroyed as well.
Lovely, Arnathorn. Thanks, too, to you Jabberdave.
One other little tip with regard to soul trapping - at some point you'll probably end up stuffing a skeever (or anything else with a Petty soul) into Lesser, Common, Greater or even Grand soul gem. Souls will automatically fill the smallest gem they'll fit in, so if you don't have any petty soul gems in your inventory and soul trap a creature with one, it will fill the next largest gem you do have in your inventory (in my games I always seem to run short of Lesser soul gems for some reason).
When this happens, just go into your inventory, pick the gem with the small soul in it, and drop it on the ground. This will clear the soul from the gem and you can pick it back up empty and ready to trap the proper sized soul. This way you don't waste large gems.
Also, you can have followers soul trap for you. You just need to give them a weapon with the Soul Trap enchantment, and keep them stocked with empty gems.