[Radek]

All dungeons in W&W are entered this way, pr. Always search a lever somewhere around near the entrance to the dungeon. Click it and the game will start to load the dungeon.
Also, the loading does not start completely immediately. You click the lever and you will be able to move as if there were something wrong. No, it isn't! Wait a moment and you get "frozen" and the message about loading the dungeon will pop up.

At any rate, set gamma in your video options to a considerable higher value than is the default, as Wyvern has said. The default makes the game too dark.