The king threw them in/into the 'dungeon'.
(..) You have betrayed your own kind. You have betrayed the North. Winterfell is mine, bastard. Come and see. Your brother Rickon is in my dungeon. His direwolf's skin is on my floor. Come and see. I want my bride back. Send her to me, bastard, and I will not trouble you or your wildling lovers. (..)2016 TvShow: Game of Thrones Title: Book of the Stranger Season: 6 Episode 4