I have already found the underground vault under the mansion (which is appears after moving the picture in room where Alex was murdered).But still can't find a "dungeon" which Kyla is mentioned. Could somebody help with this? The version is 0.5.1 for Windows.

Actually I have found it in the room with piano and a statue:

Press the statue till it will open (as on the picture), then press the red button and you will find the hole in the floor.