To get to the Ice Cavern :

     Ride Epona until you get to Zora's River. When you get there, go all the way into Zora's Domain. Play Zelda's Lullaby to enter Zora's Domain. Now head up the path until you get to King Zora. He is completely frozen over, so head through the path behind him.
     When you get to Zora's Fountain, look around to the left and you will see a cave. You must jump on the floating Ice platforms until you get to the cave. When you get there, enter.

To beat the Ice Cavern :

     Walk through the path and watch out for falling icicles. When you get to the room with the spike going in a circle, hit all of the ice things until you kill them. This should open the door.
     When you go into the next room, collect all 5 of the big silver rupee looking things. You will have to break the icicles to find one, and jump off a ledge to get another.
     In the next room, jump up to the platform and go to where the blue fire is burning. To melt the red ice that surrounds the treasure chest, use an empty bottle on the blue fire. Now use the bottle with the blue fire in it on the red ice. This will melt the red ice, giving you the Dungeon map.
     Now get another Blue Fire and go back to the room with the large spinning blades. Search the wall for some ice that is partially red and blocks a path to a cave. Use the fire on this ice. This will take you to the room with the compass. If you are in a room with spinning diamonds, you went through the wrong ice. Watch out for falling icicles. Break the icicles sticking out of the ground to get to another blue fire. Use the bottle on it again. Turn to the left to see a red ice blocked by icicles. Break through them to get to the compass. Use the fire on the red ice to get the compass.
     After you get the compass, you might a well get another blue fire for later use. Go back to the room with the spinning blades. Now search for another ice blocking a cave. Use the fire on that. Go through the cave to find a room with spinning diamonds on pillars. You must push the blue block so you can get to all of the diamonds. After you get the last one, move the block towards the blue fire. Get the fire with a bottle and then move the block under the red ice. Use the fire on the red ice to melt it, which allows you to grab the last diamond.
     Now go get another blue fire. After you get the blue fire, push the block under the unblocked passageway. Go through the passage until you get to red ice. Now use your blue fire on the red ice. Open the ice door.
     Now you will fight the boss of this cavern - The White Wolfos. Draw it close to you and wait until it drops it's guard, then hit it with your sword.
     After you defeat it, get the iron boots out of the chest. Shiek will talk to you and teach you the Serenade of Water.
     Goto the start menu, and equip yourself with the iron boots. Now jump into the water behind the chest. Open the door and keep walking until you are out of the water. Get one more blue fire before you leave. Now exit.

     Now you must go to the Water Temple.