This is the manufacturer page for it: http://www.hoperf.com/sensor/app/hdpm01.htm
I don't know if your code is according to the programming guide.
Did you connect it like this ?
Arduino GND to GND
Arduino 3.3V to VDD
Arduino SDA to SDA (not for a Arduino Mega 2560)
Arduino SCL to SCL (not for a Arduino Mega 2560)
XCLR needs to be set high and low during operation. You can use an output pin of the Arduino with two resistors as a voltage divider.
MCLK needs to be 32768 kHz. So you have to make that with the Arduino and again using a voltage divider.
If you have all that, you can run the i2c_scanner to see if the sensor is on the I2C bus:
http://playground.arduino.cc/Main/I2cScanner
Why do you want to use this strange freaky outdated sensor ? There are many cheaper and better sensors that are easier to connect to the Arduino with libraries and so on.