Instructions
Control the shadow bird that takes you to the domain with the Wii remote. Avoid the walls and the falling rocks. Pressing "A" will give you a boost. This is actually quite easy and shouldn't pose much of a problem. The bird will set you down at the upper river.
Head east. Drop down onto the river bed and keep going east. You will see that the river is full of snow and that Zora's Domain is iced in.
Go to the frozen waterfall at the north end of Zora's River. Go to the top of one of the snowy platforms and climb up onto one. You need to jump up to higher platforms with the help of Midna (your bizarre helper in "Twilight Princess"). Do this by pressing "Up" on the directional pad when the Midna icon flashes (see References). This will call her over, then you need to press "Z" to lock onto her, and "A" to do a special, long-distance jump. The platforms are thin, so don't rush across them. Take your time and head to the top. When you reach the top, you need to enter the cave furthest to the north.
Dispatch the three shadow beasts inside the cave. They are separated by walls, so kill the first one normally and then use the "B" button attack on the remaining two. Walk around and the Midna icon will flash up again. Press "Up" to answer the call and you will see the Zoras frozen beneath the ice. You need something hot and the best place to find heat in Zelda games is "Death Mountain." Get Midna to warp you there.
Walk over to the Goron Mines. You may recall the giant volcanic rock that nearly obliterated you earlier on in the game. This is what you need to melt the ice in Zora's Domain. Stand near it and get Midna to move you back. Press "Up" to talk to Midna. Warp back to Zora's Domain and Midna will drop the hot rock onto the ice, unfreezing it and freeing the Zoras trapped within.