There is a path, she just has to jump or go into the water but she is not doing it. I can reach the place by swimming and then she is noticing me and following me around this little place but when i jump into the water she is just staying there and is not following. All doors are to far away to make her following me though.
But i do not want to go without my companion. There have to be a solution!
edit:
Spoiler iam into the dwemner city bellow markarth and she is stuck right bellow the ramp on the ground.
edit2: i just found a solution, i shouted her down into the water

Now she is following me by swimming.