lol...you've discovered Atlantis!
To answer your question, it's the same as exiting a city. When you select your boat, you should see a bunch of unit icons on the bottom right of the screen (same place as you would if they were in a city).
Click on the picture of your settler, then either click on the up arrow, or select a destination on land for them to travel.
Note, you can only get off of a boat from a harbor, or from a beach (They're usually brown and look sandy, like...well...a beach 
)
