Are you talking abou the warp gummi? If so then you can just warp to the worlds you have been to before.
Also, take the book to the third district and look for the door with the fire sign and use fire to open it.
Yeah, I remember now, you need two navi-g pieces and once you have both, talk to Cid.
Once you get the warp gummi, talk to Cid as well.
If the Gummi ship dosen't let you go anywhere, talk to Cid.
Ummm...fly with the gummi ship?
You don't have to unlock it or anything, it is the last world before Hollow Bastion.
What world are you in now?