Some dungeons are restricted to just one person, but many allow groups.
To enter a dungeon with multiple people, you must first create a party.
To do this, press the default hotkey, [P] and click the “Form a Party” button.
A clickable window should appear over your head: you are now a party leader. Other players must click on the party window over your head to join your party.
Once the party is created, all members should stand on the altar together, and the party leader must drop a dungeon pass or item on the altar. Then the entire party will then be able to play through the dungeon together.