I got the Wolfenburg key and I wanna know what can it open and if you can go to Wolfenburg in this game.

If it helps, I remember getting the key after killing Wulfhyrr

The Wolfenburg Key opens the cell of Nina Monthreass not far to the northwest of Wulfhyrr's position. Actually, Wolfenburg is now just a ruin of a former castle under which the Werewolf's Den lies. You can see what is left of it before you enter the den. Bates, Marcius or Steinger from Act III can tell you a bit more about it. Alberto Kelley also mentions it, although he calls it "Wolfsburg" by mistake. Interestingly, in the original Czech version, the "Schwarzwald" area is called "Schwarzwald - the surroundings of Wolfsburg".