Learn about Feeding and Refining Dragons
By unlocking and upgrading your Wonder you recieve more dragons. Wonder 1 gets you Norway Ridge, and Wonder 2 gets you Thebes. As these are the only two Wonder Dragons that are feasibly obtainable to the common player, I will only be covering them and not Nidhogg. (In all reality I don't have him and don't feel like going through the effort of asking people for screenshots of theirs; maybe someday).
NORWAY RIDGE
This big beautiful bastard is your Ground Dragon. He gives +140 to your General's Defense stat at level 10 which is quite the buff.
Dragon Frost mainly debuffs your enemies Ground and Cavs, but having those extra Debuffs goes a long way in Rallies as your subs won't be coming along with their debuffs. On top of that, the death-turning-wounded is amazing for SvS when you can't afford to use SOL every time you hit with your Ground.
THEBES
Old Goldy here is your Wall Dragon his Skill buffs: In City Siege Attack, In City Ground Defense, and Hospital Capacity. Typically you want to refine for Range, Siege, or Ground depending on your defensive setup.
How do I activate the active skill on the dragons?