They climbed the carriage and went over the wall, then climbed down on the opposite side.
Minutes later, they had reached the warehouse that Klaus mentioned they could hide. After reaching the warehouse, Zennie and the others agreed to Klaus' claim a moment ago. Looking at the place, it seemed truly hard for monsters to locate the place.
To arrive at this place, the monsters must cross the freezing river in front, or climb the wall where they went over. The river was at the opposite side of where the monster tide was attacking, so it was impossible for the monsters to come out from there. In this regard, their only option was to climb the wall which was only possible if they found out their whereabouts.
However, even with the difficulty to locate the place, the possibility that the monsters could trace them was still there. Some monsters had an exceptional smelling ability, so the chances that some of them could smell their whereabouts were quite high.