"更进一步，不知道该如何做" equals "But further, I have no idea to do it"?
Actually, some more context would be good.
更进一步，不知道该如何做。
*One more step, I not know should how do.
Depending on the context, you can translate your sentence variously as:
更进一步，不知道该如何做。
I don't know how to carry on.
I don't know what's next.
I don't know what I should do next.