When you get to the mine, you talk to the miners ... they will tell you about the now-disused mining licence, and who to talk to about that licence.
Once you talk to the right person, back in town, the game opens up, and becomes more free-form.
If you haven't gotten as far as going after the mining licence, you haven't even scratched the game ... it takes approx 70 hours to do everything ... there are loads of licences, and side-quests, and mini-games.
If you are playing this on PAL machine, just BrickBlock it, and RegionFrii it, and it will play ... no worries.