The Gulag - Escape from the Helicopter (Part 1)

As soon as you regain control, climb into the nearby train car...

...and run forward under fire. In another brief cutscene, Lara and Jacob are cornered by Trinity forces and opt for the Butch and Sundance gambit. When you hit the water, you receive a new goal.

Swim toward the light. As you press forward on the left stick, hold B/Shift to swim faster.

After you clear the barnacle-encrusted bars...

...head toward the next light, again holding B/Shift as you go to swim faster. If you don't hesitate, Lara will make it to the surface before she drowns.

It's not over yet. The helicopter appears behind you and fires a rocket into the frozen lake just ahead.

Sprint forward (press in on the left stick or hold Shift on the keyboard while moving forward), jumping to clear the gaps that appear in the ice.

...

When you reach the solid ground ahead, continue forward, then left...

...scramble up the metal wall...

...and and keep running up the broken stairs ahead. Jump to grab the horizontal pole...

...swing across the gap, and scramble up the wooden wall onto the ledge above.