how could they appear in a lake? so the cube must have been above ground
That's the only possible explanation. And the camera didn't show around them enough to see some kind of humongous building.
Above ground? But they had to keep swimming upward. If I'd have been Rains, I'd have asked Which way do I swim?! regardless of time pressure! If they'd have been trapped underneath the Cube even temporarily, my claustrophobia would have caused me nightmares for a week.
They move almost exclusively horizontally or downward, so it seems likely it was underground/under the lake?