This sounds a lot like the 2020 movie Monster Hunter based on the video game of the same name.
Quoting from the plot summary on Wikipedia:
On Earth, U.S. Army Ranger Captain Natalie Artemis and her United Nations security team search for a missing team of soldiers in the desert. A sudden storm pulls them into a portal to the New World where they find the remains of the missing soldiers and their vehicles. As the Diablos approach them, the Hunter, who is observing the group, fires a warning signal. The Diablos, impervious to bullets and grenades, attacks and kills two members of the squad.
In the ensuing battle, Artemis falls through the portal, returning to Earth. The portal does not close in time, and the Rathalos emerges and begins wreaking havoc. Artemis is able to slow it down long enough for the Hunter to slip through the portal and deliver the fatal shot. The Admiral approaches her, just before the appearance of another flying monster; a black dragon known as Gore Magala. He notes that as long as the portal remains open, there will always be the threat that monsters will pass through to Earth. Artemis concludes that finding a way to take down the Sky Tower is now their primary objective.
![Big nasty pops up from the sand.](https://i.sstatic.net/a3KPt.jpg)