The desert may seem like a challenge, but all you really have to do to find the three sirens is what Athena instructed you to do: listen for the song. When it gets louder, you're nearing the siren. If the song gets out of earshot, you're heading the wrong direction. The first siren you'll fight shouldn't be a problem, but the other two have the help of minotaurs. Direct your attention to the sirens first, then kill the minotaurs. Once you've killed all three Sirens, a door will open up (one of the sirens should have been by this door). Save and use the chests if you need to, then go down the stairs.
You'll end up on a conveyer belt. Avoid the spikes at the end of it and go the opposite direction. Open the door there by tapping and pull the box onto the conveyer belt. Undead Legionnaires will come to attack at this point. Kill the few that come, then push the box to the wall where a pillar with a torch should be. Use that as a checkpoint, then kill the next group of Legionnaires, push the box up to the next torch, and repeat until you reach the end. Use the box to jump up the ledge, then go down the path until you reach a horn. Press to use it, then go through the path it made and up the stairs for the next one. Press again, but this time fight the sirens that arrive. After killing them, use the horn again and you'll see Pandora's Temple.