Learning to play songs by ear (also known as Aural Skills) is one of the most important skills for any musician, especially when you cannot find tabs or sheet music. To get started, try figuring out a song that you already know.
The trick is to determine what would make the best starting note, so that it plays comfortably in the range of your ocarina. The "process of elimination" is a very effective tool for discovering the right notes to any song, given some perseverance and elbow grease. Go ahead a play a note, and if it wrong, try a different one until you get the right one. It sounds simple and it is!