You can either train alone or with a party.
Originally if you are the party leader and you enter the map, all your party members that were on the same map as you will also enter the map.
Nexon released a new event back in October where you can enter these dungeons ONCE a day for FREE by obtaining an entrance ticket from Naomi (NPC in henesys by the taxi/love fairies).
They've also provided you with additional chanced to enter the dungeons during the event by purchasing tickets from the cash shop. The tickets are 400NX per or 1800NX for 5. You may enter up to 5 times a day with NX tickets, thus totaling the maximum number of times you can enter to 6.
IMO Mages/Bishops(especially I/L Archs) have a advantage in this event. This is because you cannot use ANY potions once you're in the dungeon. Most of my warrior friends run out of MP. Lower level players can actually die in the dungeons.
More info here:
http://maplestory.nexon.net/Modules/Foru...e=1&type=1
Just a FYI, the event ended on the 28th of October, they've brought it back since the last patch, so it is still in effect.