I'm assuming that the italicized phrase is 'on the frozen lake'? If so, then the best answer to the question presented above would be that the sentence is a 'prepositional phrase'. The sentence 'We skated on the frozen lake' has a prepositional phrase.
It depends on what the italicized phrase is. If <em>on the frozen lake </em>is italicized, then this is a prepositional phrase. Because it begins with a preposition <em>on. </em>
