There is no key to the dungeon. The small key open Mordred's underground laboratory, which has a back way into the dungeon.
(see the related questions)
The key in the dungeon doesn't work. You throw the switch and come into the cell from the back way. (see the related question)
the door that's locked
The small key in Astro Knights Island is for Mordred's secret hideout. When you come to that wind mill area, move the hay bales apart and use the key on that.
In the Mordred Museum, you are recovering only the Library Slip from the stack of books. This lets you access the dungeon in the castle library. (To get the key to Mordred's laboratory, see the related question.)
The dungeon entrance in the library does not use a key. Get the coin from the fountain, then the library slip from the Mordred Museum. Now you can open the secret passage in the castle library (Non-Fiction McM). However, once the dungeon is guarded, you will need the key to Mordred's laboratory to reach the cell again. (see related question)
There are many doors on Astro Knights island, but none appear to be blocked. The gate to the dungeon cell is opened with the switch when you enter through the library. The underground lab is opened with the small key (from under the village fountain). The dirt wall is easily knocked down to access the back of the dungeon cell. Later in the game, the Golden Key must be drawn and the cards must be turned to open the entrance to Mordred's castle. (see related questions)
The attic of the windmill doesn't have a key, only an ingenious secret. (see the releated question)
Back Gate to the Dungeon CellThe front entrance to the dungeon cell does not open. Throwing the switch opens the rear gate, which is accessed from Mordred's secret laboratory.The Golden Key and the Portal GateYou need all three knights with you to pull the Golden Key from the Crystal. This means beating all three planets.(see related questions)
Go to the hay bales and push them apart. The key opens the hatch to Mordred's underground laboratory.
The key doesn't go to the saucer. It goes to Mordred's secret laboratory. (see related question)
You have to find the key. (see the related question below)
you just click it.