There are currently three Keeps - Misery, Thorn, and Citadel.
The locations of each of the Keeps:
Misery Keep is in the Lost Catacombs of Tropica, and the portal to enter is in the room behind the Lich that holds the key for the mithril bracers and elven chain.
Thorn Keep is in the Enchanted Bamboo forest on Shokono. To get here, it is possibly to swim from the Northern point of Smugglers bay and gating to a hen. From there, walk all north and all west. Ships also go there, but it is much slower.
Citadel Keep is in the caves of Frostania on Icewall. To get to the entrance of the portal, go north from the entrance of Frostania, southeast, all north, and follow the path in the river while continuing to head north.
Navigating the Keep:
First, will be Thorn Keep and Misery Keep because they have the same floor plans.
The guards in each of these Keeps bear a golden aura while the Lord of the Keep has no aura at all. It is usually advised to protect against the Lord in these two Keeps because you will not be engaged in battle with the guards for long.
Prepare before going in because the guards are hostile! Pass door and fly should not be forgotten because pass door will be needed at different points in the Keep and the guards will trip if you're not flying. Also it would be best to use a shield and remain in a defensive stance until you reach the lord.
Once you enter the portal, there will be a door after walking or fleeing to the north. If the guards do not attack, you will be able to pass the door there and into a four rooms by five rooms flat area. Once there, make your way to the northern part of the area. In the middle of the northern wall will be a place to go up.
It is best to regroup first in a place one room away before heading up the tower.
The way up the tower is a clockwise direction that goes up two levels. There are doors while going in each direction so if you are engaged by the guards in any one room, simply open the door in the direction you wish to flee to, and flee away from the guards. The direction for heading up to the towers from the bottom floor is, up, southeast, southwest, northwest, up, and southeast. This is to a safe room.
If the safe room is not secure, clear the guard(s) that are there and rest until the group is ready. Then, there are two ways to go about this. If there is a sufficient group, it is possible to clear all the guards to the southwest and then northwest of the established safe room. The portal leading to the Lord is located in the northwest room. Another way is to run past the guards and be prepared to jump into the portal when the leader of the group approaches it.