^yes, you have to get the airship first.

If you walk the trench and take a ship from the town at the top of the trench.

Once you get the airship everything is open ended. I suggest you visit every place before you go to fight Kafka. You will learn a lot about the characters past and when the game ends you will be crying.

YOu will truly not understand how bad ass kafka is until you get to the end of the game.