Link was perfectly willing to walk. He'd walked all of Hyrule before he got his Epona.

Although, he was a little puzzled at the talk of swimming lions. And his traveling companions were awful chummy. He felt like a third wheel, and seriously debated running off as a wolf.

He figured they'd just trap him or something, so decided against it for the moment.

"What's that?"

He nodded towards the structure.