You are unable to open the closed door, so you seek the power to do so.
This page explains how to reach the shrine west of the Temple, but you can visit the southeast shrine first if you prefer.
Go to the Shrine
From the closed door, turn around and go straight ahead until you can jump down into the water below. After that, climb up the ledge so you are facing the direction of the shrine that you saw during the cutscene, which you can see in the distance as a stone structure with a green glow above it.
Reach the Shrine
West of the watery area beneath the closed door, there are some stone stairs, and a Soldier Construct that is facing away from you. If you crouch (push the control stick in like a button), you can sneak up on the Soldier Construct. When you are close to it, press the indicated button to perform a Sneakstrike, which should defeat the Soldier Construct instantly. Take the bow and arrows that it drops.
Go back down the stairs and follow the path toward the glowing shrine. There is another Soldier Construct ahead. Defeat it, then go across the nearby water and go up the stairs. At the gap in the stairs, climb the wall and take the Rushrooms that are growing from the wall, and go to the other side of the gap. Climb up the next gaps and go to the top of the area to find the shrine. Check on the glowing object, then go through the entrance to enter the Ukouh Shrine.