In order to be able to enter another dungeon, you have to stop a great, camel-shaped construct first. You will meet Riju on the desert, and she'll give you 20 bomb arrows, asking you to assist in the fight with Vah Naboris. If you agree, Link will join a caravan, led by a creature resembling a Walrus. You will have to stick close to Riju - if you leave the circle, you'll receive damage.
You're up for a short trip Vah Naboris. It won't be long before you're close enough to actually see the construct. The enemy will notice you and immediately attack; avoid the attack and use dash into safety in case of emergency. Use the bomb arrows to hit the hooves - after disabling all four of them, Link will be able to embark the machine. Shorten the distance and be precise and you'll neutralize the thing in no time.