The Shumi Village is located on the northernmost continent of the world (it will be highlighted on your map if you spoke to the owner of the Repair Shop in FH). Once there, head forward and speak to the 3 Shumis guarding an Ultima DP. You’ll have to pay 5,000 gil to access it, which is pretty reasonable considering Ultima is probably the best spell in the game. Be sure to return here every now and then to stock up on it. For now, continue further to the elevator and ride it up to the top.

Enter the first structure in the village, which is the Inn. Pay 100 gil to rest. Look for an issue of Timber Maniacs in the guestroom (if it isn’t there, you’ll find it in the Artisan’s house later) and use the save point. Exit the Inn and continue west. The 2nd building is out-of-bounds and the 3rd belongs to the Elder, whom you can’t visit yet. If you didn’t get the magazine from the Inn, look for it in the 4th house. Afterwards, enter the leftmost building, which is the Workshop. Inside, a statue of Laguna is being constructed.

Speak to the Shumi sculptor, who tells Squall to visit the Elder. Use the Firaga DP behind the statue then go to the house with the Moomba in front of it. Use the Blizzaga DP to the right then enter. Return to the Workshop after your meeting with the Elder and talk to the sculptor again. He wants you to find 5 special stones to complete the statue. Each time you find one, return to the Workshop to get another clue:

Blue Stone Among the granite rocks behind the Laguna statue
Wind Stone Among the boulders to the left of the Inn
Life Stone Climb up the tree roots to the right of the Elder’s house
Shadow Stone Take the elevator up and explore the circular ring opposite the Ultima DP
Water Stone Enter the Artisan’s house next to the Workshop and look in the sink

After giving all 5 stones to the sculptor, return to the Elder. He offers Squall a Phoenix Pinion, which summons the GF Phoenix once during battle. After that, Phoenix will appear randomly to help out.