The instruction is to leave haven and the objective is in the wine cellar. But it does nothing. Help..

It depends where you are in the game, if it is early on when you have recently discovered haven then you just leave by backing out (arrow at the bottom) until you get to the haven entrance then through the elevator back to the wine cellar.

If you are later on when you are locked in haven't then you need to escape through the air vents.