Do you remember the time when you went to the Gerudo Desert and Midna stored that giant stone fragment in her hammerspace? Well, if you haven't done so yet, go to Lake Hylia and talk to the clowns. Trust me when I say you can not miss them. Ask them to let you use their cannon. If you can't, I think you have to initiate the sequence by meeting with the Resistance in Telma's bar. Anyway, once you've gotten into the cannon, you will be launched into the Gerudo Desert. You should immediately notice a giant stone fragment facing vertically towards the sky. Go near it and talk to Midna, and she will use her powers to store it in her, what I like to call, "hammerspace."
From here, Midna will give you the option to warp to the place where the bridge belongs.
Alternatively, you may be talking about that random wooden bride just hangin' out in Faron Woods. If you can get Midna to teleport you there, it's the same situation.
This is what you're referring to, correct? If I'm talking about something else, I'm sorry. You haven't made it very clear as to which part of the game you're on. Also, I haven't played Twilight Princess since November 22nd, 2006, so I might be a little rusty on the subject.