Before this scene, Black Panther had captured Klaue at the Korean casino and, along with Agent Ross, has brought him in for questioning. While there, Killmonger and team come to rescue Klaue and take him away. In the process, Agent Ross is shot protecting Nakia and Black Panther has to make the decision to bring a foreigner back to Wakanda in order to save his life.
This scene is showing the pivotal scene where Killmonger challenges T'Challa for the throne. Through brute force and the distraction of murdering T'Challa's uncle and father figure, Zuri, Killmonger stabs T'Challa and throws him over the cliff to his supposed death, becoming King of Wakanda. This forces the Queen, Shuri, and Nakia to run and hide or else face imprisonment or worse.
This is the last scene of the movie. T'Challa fights Killmonger for the crown. The royal guard, loyal to T'Challa, fights the border patrol, who are loyal to Killmonger. Agent Ross is fighting the space ships to make sure weapons don't leave Wakanda, and the border patrol brings in their rhinos. T'Challa eventually defeats Killmonger in the train tunnel, becoming king again of Wakanda. His victory is made possible with the surprise arrival and help of the Jabari tribe.