Go to the cellar, its at an upside down V shape, and is just before the first spider, Look for a crack in the wallYou need the dagger key you get this from a house where there is a old lady (who gives you a ring outside) inside you will talk to a guy about inflitrating the thieves guild and he'll give you the key
Where can I use this key? I don't know where to go in the dungeon
Thanks in advance