Sheik, Impa, Darunia and Ruto were in Hylian Lake in the Ocarina of Time timeline to close the door of souls that Cia had opened in this timeline. The four of them were fighting an army supposedly led by the princess Zelda, but none of them knew that this Zelda was just Wizzro disguised. Sheik was trying to take as many forts as he can until he reaches the fort in which is hidden the mirror of truth, which he needs to dissipate Wizzro's disguise.