You will find Kihm in the lower courtyard of Skyhold, between the stables and the kitchen. Speak with him to begin the quest ‘Way of the Tempest’. To complete the quest and unlock the Way of the Tempest skill tree, you will need to craft a Bottle of Smoke. This can be done at a requisition table once you have the following items:
Codex Entry: Writing on Tempest methods - Found on a table near Sera on the second floor of the Skyhold tavern, Herald’s Rest. Can also be purchased from the merchant Willvan in Val Royeaux
3x Essence Containment Apparatus - Obtained from Demons on the Storm Coast, particularly east and south of the Small Grove Camp
3x Spirit Essence - Obtained from any shade or terror demon, with a high drop chance from Fade Rifts. Can also be obtained from the war table mission Deploy Rhys and Evangeline
Note: You will need to complete the war table mission Specializations for the Inquisitor before you can find and speak with the trainer.