Dungeon cards are double-sized cards found in some expansions, such as
Munchkin 6 – Double Dungeons. Each Dungeon card changes the rules in some small way: maybe it costs less to buy a level or certain monsters have a bonus or penalty in combat.
There are specific Door cards called Portals that can bring new Dungeons into play or remove ones that are already there. Every set that includes Dungeons also includes Portals.
That's the VERY basic overview. If you have more specific questions, please feel free to post them here and we'll do our best to answer them.
(Incidentally, there was a post here that equated Dungeons with
Munchkin Apocalypse Seals. They don't work the same way and they don't use the same rules, so please don't try to link them. Thanks.)