Photo by myself, from the Brooklyn Promenade.
The Brooklyn Promenade is actually cantilevered over the Brooklyn Queens Expressway (what we call the BQE). Here, you can see the walkway and its concrete support underneath. The blue car below is headed east on the BQE, which will eventually get you to Queens.
The buildings are warehouses along the water. There is also a new park called Brooklyn Bridge Park that hugs the Brooklyn shoreline, and some shipping piers that have been renovated into new soccer fields (!). Across the East River lies the southern tip of Manhattan, which includes South Street Seaport and the Financial District.
Related posts: The View from the Promenade, The East River, at Dusk, and Not a Bad View from Here.