In GTA: Vice City Stories, the bridges connecting the two main islands are initially closed due to storm damage. To open the bridges, you need to progress through the main story missions. Specifically:
Complete the mission “From Zero to Hero”: This mission is part of the storyline where Victor Vance earns control of the empire.
Once this mission is completed, the storm clears, and the bridges between the two islands are repaired and accessible.
After this point, you can freely travel between the two islands.