The Winter Palace is a castle completely made of ice and is accessible only during he first era of Dragon Quest V. In order to enter the Palace the scroll 'lots about locks' has to be obtained. The Hero has to defeat Dwight and the Winter Queen in the winter palace to obtain the herald of spring which is needed to change winter to spring.
If the hero returns during the third era he will find that the Winter Palace has melted away and in its place sits a T'n'T board.