This isn't really a Sci-Fi movie. It's more like a bit of video poetry. There isn't even a 'story' in the conventional sense of the word. There's a story, alright, but it's meant more to make you wonder and dream about what you're seeing.
In very simple terms, and without wanting to spoil it, a planet in the Andromeda Galaxy was dying - the atmosphere was freezing - so the inhabitants fled in hundreds of spaceships. One ended up on Earth, one or two centuries ago. The Roswell incident was also one of their probes. But when examining the probe, people on Earth got infected, and the infection spread all over the planet. So Earth sent a manned probe to find another planet. And using advanced navigation techniques, they find a frozen planet, the 'Wild Blue Yonder'.
Now, this is not a real plot. It's a narrative, told while we are treated to great footage of an actual Space Shuttle mission - the one that launched the Galileo probe to Jupiter - and of divers beneath the Arctic ice sheet. All of these would be amazing per se, but with this narrative inviting us to dream 'what if...' and a haunting soundtrack, it becomes dreamlike.
Added to this are interviews with actual scientists describing how all of it could actually be done, adding to the actual 'plot'. A bit of a stretch, I would say, but there's where you'll have to suspend your disbelief for it to work. And it DOES work.
I particularly liked the end. But I won't spoil that!