It is an optional dungeon that must be unlocked by going to Wolfsfang Peak - Exploration. The player must defeat the Frost Dragon to the west, after which a notice will appear, saying that something collapsed in the distance. A tree will be knocked down to the east, giving passage previously inaccessible. Then, one must exit from this eastern part of the map, thereby unlocking the dungeon.
The player must defeat Shiva at the stage 'Lanzelt Mountains - Demon's Den' and she will join the party. The stage 'Trial of the Ice Demon' appears when Shiva (1★) reaches level 30, while 'New Trial of the Ice Demon' appears when Shiva (2★) reaches level 40.