This metal keep houses the magical chariot that Zarok calls his Train. The path it runs along leads eventually to Zarok's Lair, however your route is blocked by gates controlled at various way stations. Travel to these on the Train, open the gates and head for the Lair.
Jason Wilson listed imagery from German Expressionism films such as Algol and Metropolis as inspiration for this level. He also listed the old factory across from the train station in Cambridge as the basis for the level.
↑"Some of the environment designs are influenced by various location[sic] I would see every day in Cambridge. The old factory across from the train station was the basis for the City of madness/Time Device/Train levels." — Jay Gunn on Twitter.