How do you put an oubliette under the throne room? I don't really even get what it does, is it a part of the dungeon?

It's a "jail" for noobs in a way... I think there is a trapdoor opposite the lever hotspot for the oubilette. Part of a dungeon yes. It is a place where yo can trap people with [bleep]es and fire and huge octpuses.

Historically speaking, the oubliette (devrived from French "to forget") was a part of a dungeon (as in a real life castle dungeon, not a dangerous place for noobs in RS) where unwanted prisoners were shoved into and then forgotten. Typically, most other prisoners might have been enemy knights or higher class men, so the castle had to take care of them in turn or ransom money or to trade for one of their own captured people.