It's been a looooong time, but I remember the manual saying that they were a thing that exists, but not telling you where they are.

EDIT: Found the manual online. Turns out it doesn't even tell you that much. It does tell you how to find the first two dungeons, but you can figure that out yourself without the manual. Also, I forgot one of the dungeons was shaped like a swastika, which, I know that has different connotations in Eastern cultures and Nintendo wasn't really entirely conversant with Western cultures at this point, but hoo boy.