In Nancy Drew: Treasure in the Royal Tower, to get to the tower, you must unlock the gate (by the knight guarding it) down in the dungeon, leading to the tower.
Once the blizzard is over, talk to Dexter about it. Head down to the locker room and step through the exit door. Trek through the snow to the maintenance shed in front of you. Step inside, go down the few steps, rotate to the left and step forward towards the work table. On the tool wall is the grey skeleton gate key.
