The clockwork mechanisms are a type of puzzle in Hellfire Club, which you need to solve in order to get a blocked rocky path unblocked.
By looking at the environment and the ground around the gears, you’ll find clues into which direction each gear should be pointing. Tap the gear as many times as you need to point it to a specific direction. When all gears are pointing to the right direction, the blocked rocky path will go down and allow you to move forward.