For ease of use I would say to keep it in the Roman alphabet.
In which case, we could add a book that acts as a guide to the alphabet, seeing as TESV already has a font for it as shown in Dragon Language: Myth No More.
I think we have words for almost every basic item found in the game (sword, dagger, bow, etc.).
In other words, we could theoretically already do this?
With the Shouts you can still say "Unrelenting Force", "Fire Breath", or as close a translation as you can get. "Sindugahvon Fus", "Yolsu'um", etc.
I think you misunderstand me on this point, friend. I was suggesting that we dub over the entirety of the dialogue from the game, including the Dragonborn's. Therefore, I was thinking we would have to dub the Shouts in English (or French or Russian or what-have-you, though I only speak English well enough to actually be of any help there) since we would be reversing all the speech elsewhere. Or Elsweyr, if you prefer.