Obviously, spoilers follow for the season 10 finale. (Even the question title is slightly spoiler-y, but it can't be helped.)
finds Bill and turns her into, well, whatever it is that
Heather has become, which seems to involve copious amounts of water.
Indeed, even as the Cyberman-shell is still in the process of toppling, we see that Bill is
dripping water, same as Heather.
Then, somehow, they're in the TARDIS, and the above-mentioned rescuer is piloting it, and The Doctor (or his body) is lying on the ground... which is completely
dry. Neither Bill nor Heather are dripping.