The letter from Erzebette (if you spoke to her) goes in that box.
There's a switch on the wall when you first enter the Dragon Spire, just after the entrance hall and before the footbridge, that closes that door and loads the dungeon. You should be able to flip it to reload the outside (unless you mean how to get through the whole thing to get to the other side). In that case, you're probably looking for the cave entrance that opens off the river...you need to be quick enough to get to it as the current pulls you away.
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