Like what changes happen to skyrim and the holds?

Besides the Jarls changing and the conquered cities being garrisoned by stormcloaks, you won't see any more Thalmor on the roads.

On a political side nothing changes much either, I only know that the Jarl or Markarth is planning to ask Ulfric for more men, so he can Obliterate the forsworn, and enslave the natives of the reach, but the game doesn't show that.

And Ulfric never comes down do being crowned. Bethesda sort of leaves that on hold too.

Jarls are replaced, guards change to stormcloaks. There's other things I guess but they count as spoilers so try asking in that section because this will get locked down. If that doesn't work honestly just go read skyrim wiki or uesp