Hi, I copied the text out of the walkthrough, I think it would be easier for you to pinpoint where you are, what you've done and what you have to do so... here it comes:
Walk through the room and slide down the slope. Watch the animation. Soon as you get control after the animation start running. Take the first left and go into the first door on the left, actually the only door. After a left and a right turn inside notice the snow block directly ahead. Turn right just before the block and get some much-needed healing herbs from the table.
Turn around, run to the snow block, climb it, go up the ramp. At the top pull out the block with Chairman Mao's picture on it.
Leave this building and turn right. Run through the intersection and enter the building on the left. Straight through the door on the opposite wall is a block with a ramp going up. Climb it and don't stop until you get to the top because the ramp collapses behind you.
Run across the bridge to the next building. Once inside the building the bridge makes a sharp left then a sharp right. Don't stop in the corners - collapsing floor. Follow the turns to a bridge leading outside the building.
This bridge has a gap in it. Jump/grab the edge of the opposite gap and pull up. Continue into the next building. Follow the bridge out and into the next building. This building will have a green symbol above the entrance.
Turn right when the bridge ends and jump/grab and pull up on the snow ledge. Turn left, jump/grab pull up to the next ledge. Turn left and run/jump/grab pull up to the opposite ledge.
Run straight a short ways until the ledge ends. Use the whip here to swing across to the next section. Put the whip away and run/jump/grab and pull-up to the next ledge where you can see a door. Push the button next to the door and go in. Temporary respite from Mr. Chilly.
It's a lab. No medicinal herbs, no first aid kits. Jeez! Just Urgon's part of the Infernal Machine on a green glowing pedestal. Take the part.
You should be at full health for this next section. Using the part costs you health. Find the back door and slide down the slopes to the bottom. Call up Urgon's part from the inventory. When Indy is holding it in his hand like a turkey drumstick, exit the building and go monster hunting.
Hope it gives you some help, succes!