At one extreme this is a spare room in a house containing some vaguely dungeony artefacts like plastic handcuffs where a consensual couple may role play S&M when they are in the mood for some minor kink.
The other extreme is an actual dungeon in the dark, dank bowels of an actual castle where individuals are held permanently against their will and forced to perform unspeakable acts for the gratification of their captor.
Shop assistant: "Yes sir, aisle 6"
Customer: "Great, and do you have manacles?"
Shop assistant: "Sorry we're fresh out, have you tried 'Sex Dungeons R Us'?"