The escort frigate is a boat you can teleport to if you are in a bad situation, for instance if you are grounded or if you are too far behind the other participants.
The position of the frigate is calculated according to the position of all participants. It is therefore at the centre of the fleet.
To move your boat where the frigate is located, simply click the frigate. Then, in the menu that opens on the left of your screen, click on the green "Join the frigate" button.
The cost of this move is shown just above the green button. This cost may vary depending on the VSR level of the race in question.
You can use this feature as many times as you like during a given race or leg.
Be careful: If you use the frigate, you cannot revert your decision and go back to your previous position.