Fire Arrow - In Lake Hylia, walk across the bridges to get to the tree. Play the Ocarina to make it night time. Equip your bow. Play the flute again, then shoot the sun.

Ice Arrow - In the Gerudo training course, you must collect keys. When you have at least 5, walk into the door in front of the entrance, and use all the keys to make a path. In the big chest you will find the Ice Arrow.

Light Arrow - When you get all of the medallions, go to the Temple of Time. You will find Zelda and she will give it to you.