Dungeons are three player PVE endgame activities these have small based mechanics for each encounter think of them as a mini raid. But easier
The Shattered Throne Dungeon was added back when the forsaken dlc was released this was also the first Dungeon to be added to the game.
The second Dungeon that was added to Destiny 2 was back when the Shadowkeep DlC was released The Pit of Heresy
The Third Dungeon that was added to Destiny 2 is called Prophecy
The fourth Dungeon that was added to Destiny 2 was back when Bungie released the 30th anniversary pack to Destiny 2 This added a new Dungeon called The Grasp Of Avarice.