The Cheese Hall is a large, creepy building with multiple rooms. Arthur decides to check out one labeled "Keep Out" first (always a good place to start). There's a dark passageway, and a deep shaft from which emanates the smell of melted cheese.
Next he tries the Laboratory. There are all kinds of inventions lying around, and he looks around until he sees another doorway, this one marked "Dungeon." That's his next stop.