Instructions
Play through the game until you get to "Chapter Eight: The Fire Realm." Shoot any volcanic rocks with your cannon as you enter the Fire Realm. Go east and stop your train at the Goron Village marked on your map.
Go up the path on the left and enter the western area of the village. Continue going to the west while dodging any rolling boulders. Activate the switch when you get as far west as possible to create a bridge leading to the northwest.
Use your whip on the wooden poles in the next area to swing across a gap over more lava leading to the bridge. Run across the bridge that appeared when you activated the switch.
Go to the north and talk to the first Goron that you see. Tell him that you'd like to go to the Fire Sanctuary, and he'll tell you to meet him back in the main Goron Village area. Go east until you're back at your train.
Talk to the Goron in this area, and a short scene will occur. A Goron will attach a freight car to your train so that you can bring back ice to cool down the fires.