The places you can go with the Nexus Cape is pretty limited

http://wiki.ffxiclopedia.org/wiki/Nexus_Cape

See the above link for the list. Anyway that's the point of the nexus cape is to get to where your party leader is. I mainly use it for when someone wants help with like a quest or dynamis or something. I'll be like invite me in jeuno tell me when you get there ill use my cape.