You can jump the gap in the path where the dragon is seen flying by.
^ this
The intro cinematics should explain the basics of how you may have ended up on the Nautiloid and why you're currently in hell.
The helm of any ship (sea or air) would we the place from which you'd steer the ship. So when they say you need to get to the helm, it's because they want (you) to take control of the ship and get it moving.