The photo is of the Indian Well Road bridge over Indian Hole Brook (which happened to be very dry at the time of the photo). If you've ever visited "the Well" at Indian Well, or driven along Indian Well Road between Route 110 and the state beach, you've probably noticed all the stone work along the road.
According to a Robert Novak article that appeared in the Huntington Herald on May 21, 1997, the stone work was completed during the Great Depression under the Works Progress Administration (WPA). According to Wikipedia, WPA projects included the construction of 650,000 miles of roads, 78,000 bridges, 125,000 buildings, and 700 miles of airport runways, as well as other projects.
The Post Office in downtown Shelton has another WPA product on display: A panoramic painting of the Derby-Shelton Dam from Riverview Park. Check out the symbolism next time you are standing in line. The factories below the dam are belting out smoke, which was considered a good thing in those days because that meant people were employed. Note also the name of the park on the piece of paper the woman is holding. It says, "Indian Park," which must have been the original name of Riverview Park.
According to the Novak article, while the WPA stone work was being constructed along the road, a CCC crew was in the woods creating the Paugussett "Blue Dot" Trail. The Civilian Conservation Corp (CCC) was another depression-era work program.