This locution is used to indicate a situation in which people do a particular thing; there are numerous cases of the general form;
- À la chasse
- À la pêche
- Aux champs
- À la foire
- À la fête
- À la découverte des plats de champignons
- À la découverte de l'électromagnétisme
- À la découverte de l'ONU
Other answers insist on the fact that the situation is the setting out for doing something ("partir à la …"), but I believe it is not so. A book entitled "À la découverte de l'électron", for instance, does not tell you that you are going to find in it concerns setting out for a discovery of the electron, but the discovery itself, that is, in this case of discovery, the related stages of knowledge that explain what is the electron; while you read the book you are in the process of discovery, just as when you read the book "À la découverte de St Pétersbourg" you are in the process of the discovery itself.
In English, as the title of a book or video, you might say "Discovering St Petersgurgh"; that would translate "à", I believe.