To enter some of the event dungeons, you will need Portal Keys. The Portal Key maker unlocks after you have completed the Walburg chapter.
The key maker takes some time to forge the keys, but once a key is done, you can collect it from the key maker and use it to enter one of the Portal Key dungeons in the Event portal. The dungeon will be open for a limited time. There are two different keys that unlock two different dungeons. One dungeon is full of gold, and the other is full of XP Ghosts.
These keys are not to be confused with the keys you get from Quests. Those are used to open a Grand Chest.