The castle is presumed to have been built in the middle ages, although an exact date has yet to be specified. Brennenburg Castle was rebuilt in the late 16th century by Alexander, who at the time was most likely masquerading under a different name, after it was consumed by a fire. The castle is located deep in the woods of eastern Prussia (most likely in today's northeastern Poland or Königsberg), near the town of Altstadt. For the locals, Brennenburg Castle was a place to fear, as villagers sometimes disappeared, presumably kidnapped and taken to the castle for unknown purposes.
The castle's history is shrouded in mystery up until the 19th century. With Daniel 's arrival and Alexander's acquisition of an intact orb his centuries long plan to return to his home dimension is put in motion. As his plans progress, the castle is continuously assaulted by the Shadow. Large portions of the castle which haven't been tended to for centuries begin to collapse as the Shadow consumes more and more infrastructure in pursuit of Daniel. Finally after the confrontation in the Inner Sanctum, wherein Daniel either killed Alexander or allowed him to return home, the castle appears to have partially or mostly collapsed.
It is unknown what became of the castle in the next few decades. However the experiments of Oswald Mandus, which are based on those from Brennenburg might imply that the castle was not entirely forgotten and that the ruins were excavated and explored.
The castle is built of large flag stones and has many stone columns. As expected of the time period, it is lit by candles and decorated with paintings and tapestries though, as mentioned before, the castle's wards have fallen into a state of decay and ruin. When the Shadow arrives, it causes parts of the castle to collapse entirely forcing the baron's servants to reinforce weaker structures. While this means that many of the wooden structures are crumbling, much of the stone that makes up the walls and ceilings seems to remain intact, specifically in the back closer to where Alexander's ritual takes place.
On the other hand the exterior apperance of the castle is unknown. The only instance when the outside is glimpsed is in the Study, when Daniel is forced to jump outside from window to window. However, based on concept art for the game, it is safe to assume that the castle has numerous, large towers and walls and is perched atop a forested mountain with Altstaad below.