The Sky Harbor is a location that only appears in Hyperdimension Neptunia. It is ran by the Basilicom's of each landmass and is where two lands come into contact with each other and allow one to cross over using a bridge.
This process is called Terraportation. In order to Terraport, you must sign-up for it at the Basilicom and receive a permit. With the permit, the bridge will be lowered and you can travel between landmasses as often as you like.