They are special buildings which are entrances to dungeon instances for parties. Each Dungeon has its own level: 5, 10, 15, 20 and 25, and the parties will decide according to their level and abilities to enter in them or not. Beating a dungeon leads to experience, gold and treasures. If they fail they will be kicked out with 1 life point.
Dungeons are different from a new world areas and it is not possible to look inside them (for the moment). It is possible to recognize them on the map because they have a combat icon on the top:
Dungeons encourages the formation of parties and it stack with the grouping point building.

Enjoy! ːsteamhappyː
Changed files in this update