Talk to the scout at Barbarian Village. When he asks if King Roald has sent you to him, just choose the option that says "yes" (even if you didn't see the king). After that, a cutscene automatically plays showing White Wolf Mountain surrounded by guards. He tells you to sneak into the lower basement of the mountain and destroy all the orbs. The lower basement can be accessed through a tunnel complex outside of the Ice Queen's lair.