Speak to From-Deepest-Fathoms
The very distraught From-Deepest-Fathoms mumbles about wishing she had never taken a lexicon, and hopes she could give it back. She pretty much forces the Dragonborn to take the strange artefact when talked to, and she will most certainly not take it back.
As it turns out the lexicon is the only way to actually get into Avanchnzel.
Take the Lexicon to Avanchnzel
Walking through the ruins, the Dragonborn learns the story behind the lexicon and the ill-fated expedition to find the knowledge contained within.
Of the four expedition members Drennen wanted to leave the group, but soon after was killed. The more intellectual Watches-The-Roots, an Argonian, particularly interested in the knowledge of the ancients was cut down by a trap. And finally Breya found her end confronting a Dwarven Centurion in the lexicon chamber. Only From-Deepest-Fathoms lived to tell the tale.