http://uk.gamespot.com/features/6162248/p-15.html
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Go through the spirit temple as a child and you will get them.
Go to Kakariko Village.
you get it by one of the temples the wind temple
after the temple OF ice you use the iron boots in lake hylea and you will see a door, go into it and it will be the door to the temple ( not the one to zora domain)
Sheik is indeed female. However, after you beat the water temple, Princess Ruto speaks with Link, saying: "If you see Sheik tell him i said thank you". This is only because Zelda has tricked Princess Ruto into believing that she is a male through her cunning disguise. Uhhh... Sheik is female... She's Zelda.