Vuhon created the machine that was used to hold the Ministry aloft as Vivec's power had waned. When the machine exploded it sent Vuhon and Sul into Oblivion as it released the Ministry unto Morrowind. In Oblivion Vuhon and Sul met a reformed Umbra, free of his prison and stronger than ever due to taking a part of Vile's soul unto himself. In response, Vile changed his realm so that Umbra could not escape. With Vuhon's machine, it would be possible. This is basically what we know about the ingenium and we know Vuhon made some kind of deal with Umbra to make a new one. It is my theory that Vuhon used Umbra's power to create a more powerful machine, Umbriel, one capable of escaping Oblivion using a technique already mastered by Umbra, the taking of souls.
We also know that the residents of Umbriel are now a part of it, a separate realm from Oblivion yet a part of it, also separate from Mundus yet also a part of it. Those that try to leave disintegrate into nothing. The Umbriel machine needs souls to operate, and lots of them. We see the devastation it caused in Black Marsh and we also learn why it is going to White-Gold Tower as Vuhon puts it, "I need the city. Specifically, I need to reach the White-Gold Tower. Then all of this can end. The dying can stop, and I can bring Umbriel to rest somewhere."
This then takes us to White-Gold Tower and my theory on it being the "Enternal I". Luagar2 commented on this theory stating that White-Gold is merely an imitation of the wheel. Then what is mantling but imitation? Also we must ask ourselves: Why does Umbriel need White-Gold Tower?
Look closely at what Vuhon states "I can bring Umbriel to rest somewhere." How is he to do that if Umbriel is in another dimension? To answer this question we must observe how Umbriel works.
How does it work? Souls, and lots of them. In order to bring itself in phase with Mundus it needs a powerful soul. A soul so powerful that merely taking it could [censored] the world and thrash it into the future that is the 5th era. Where does this soul reside? White-Gold Tower, a massive soul gem holding captive the soul of the thief, the liar, trickster and deceiver. What better way for the Aylieds to seek vengeance upon Lorkhan than by binding his essence unto Mundus as he did to them? His flesh the Moons, his heart the weight of the world and his essence bound within the imitation to hold it all together, imprisoning him forever. Until a giant soul svcking landmass comes....
Those who do not fail become the New Men: an individual beyond all AE, unerased and all-being. Jumping beyond the last bridge of all existence is the Last Existence, The Eternal I.
I AM.
A whole World of You.
God.
God outside of all else but his own free consciousness, hallucinating for eternity and falling into love: I AM AND I ARE ALL WE.
This is also how the Elder Scrolls get their power. We theorize that they originate within White-Gold Tower. <-- random thought.