If you played the first black ops 1 then, the location is same. If not then this is how you can activate the song.

First Location, Outside the spawn area. Buy the door and go straight down on the middle where theres a file of boxes. 

Second Location is on the Airlock. Its near the power room. 

Third Location, Tunnel 11. On the front of the stamina.

Note: You will hear a chime if you did it correctly. This can be done in any order and can be played once in every gameplay.