Dungeon Keeper/WMG

The Mentor is a dead Keeper
In the original Dungeon Keeper, a defeated Keeper had the ability to wander his ruined halls as a lost soul. This is the essence of the Mentor's existence; a failed Keeper who, knowing the trade and the limits of his power brought to him with the loss of it, undertakes to teach another Keeper how best to conquer the land.

The Keeper IS the Dungeon
The Dungeon Heart is LITERALLY the Heart of the Dungeon and the Keeper is the Dungeon, interacting with itself by growing larger and attracting organisms to serve it symbiotically.

The Dungeon is the Stygian Abyss
. Why else would the Avatar be the last boss in the first game? It's a paralel universe to the Ultima series were the forces of evil won.

Dungeon Keeper tells the story of the Guardian conquering Britannia.
Consider how the Guardian banishes the Avatar to Pagan at the end of Serpent Isle, and when you return to Britannia at the end of Pagan, it's a hellish wasteland. Dungeon Keeper tells the story of how the Guardians minions take over the world while the Avatar is away and turn it into a wasteland, and culminates with the Avatar returning from Pagan and making a valiant attempt at stopping the Guardians minions, but is defeated (but escapes and plots a way to overthrow the Guardian... until Ultima IX...)