You can find Sinmara at Niflheim only after completing the main story (defeating Odin). Once you’ve completed the main story, you can get the Yggdrasil Seeds from Ratatosrk from Sinri’s house.
The Statue
Once you’ve acquired the Yggdrasil Seeds, teleport to mist fields and look for a frozen statue, as shown in the picture above. The only sign that you’ll get of getting close to the figure is that you can hear crying. After that, the dialogue will commence where Freya will say, “Do you hear that? Someone’s crying,” and Mimir will say, “Ah. Surtr’s love. Should we try to tell her what happened?” afterward.