There are two way of reaching the Temple of Miraak. You can either make your way though the freezing path towards the middle of the island (a fine passage can be found between the ruins of Kagrumez and the Altar of Thrond) or... sleep somewhere. As you're asleep, you will magically be taken to one of the great rocks (e.g. the Earth Shrine) or to the Temple itself. The first option is however more convenient - you can always do some extra quests on visit interesting locations on your way.
When you reach the large construction, speak to Frea - she's the only one in the area who isn't haunted. That way you will finish the current mission and begin a new one - The Temple of Miraak.