Dungeon
From wipipedia.org
In BDSM play, a dungeon is any space set aside for scene activities. It may or may not be underground and may or may not resemble a stereotypical dungeon from a historical film - it could, for example, be a spare bedroom with bedroom-style decorating.
Dungeons are often extensively equipped with specialist SM equipment for BDSM play. These might include a cage, a St Andrews cross, shackles and suspension bondage equipment.
The image shown is from The Edge, a dungeon for hire in Devon [1]