Swim forward and up a bit. You’ll see another circular structure, which is a gate of some sort, like before. Interact with it by putting your hand on it and you’ll be back on land. Follow the path ...
Chapter 5 opens with some extended cutscenes and introduces you to Saeko Mukoda - Nanoha’s twin sister, who joins your party afterwards as you all set out to uncover what really happened to Nonomiya.