Two are in the Atrium, one each on the lower & upper level, the other one is in Poseidon Plaza.
Lower Atrium: After clearing the frozen tunnel, head for the Atrium & descend the stairs; at this point you will see a scene of Splicers attacking a Big Daddy with Little Sister.
Upper Atrium: Having placed the third photo into the Quadtych, check outside the Fleet Hall Theatre, a Little Sister & her Mr. B will be here.
Poseidon Plaza: Before placing the last photo into the Quadtych, listen for the sounds of a Big Daddy & Little Sister; then head to the frozen tunnel that leads into Poseidon Plaza & you will find them ready for you.
The Little Ones & their Tin Daddies like to wander around in search of Angels, thus they might slightly differ from these locations. But rest assured you will find them without too much effort.
Note: This is a level affected by the Extra Little Sister bug, for info on exploiting it, please click here.