Dol Guldur

[Gordis]

Dol Guldur was originally known as Amon Lanc

"Amon Lanc, "Naked Hill," was the highest point in the highland at the south-west corner of the Greenwood, and was so called because no trees grew on its summit. In later days it was Dol Guldur, the first stronghold of Sauron after his awakening. [Author's note #12 to the Disaster of the Gladden -UT]

It has been the capital of Oropher's Silvan Elves:

Long before the War of the Alliance, Oropher, King of the Silvan Elves east of Anduin, being disturbed by rumours of the rising power of Sauron, had left their ancient dwellings about Amon Lanc, across the river from their kin in Lórien. ... Oropher's retreat northwards within the Greenwood is ascribed to his desire to move out of range of the Dwarves of Khazad-dûm and of Celeborn and Galadriel in Lórien.ibid #14

Anyway, as it used to be a dwelling of Thranduil's father Oropher, it may well be that the Elves had dwelt in the caves within the hill in the manner of Doriath. At least it seems to be implied in this quote:

Thranduil established his realm in the north-east of the forest and delved there a fortress and great halls underground. Oropher was of Sindarin origin, and no doubt Thranduil his son was following the example of King Thingol long before, in Doriath; though his halls were not to be compared with Menegroth. App B to the History of Galadriel and Celeborn in UT.

Sauron the Necromancer likely used the caves for store-rooms and dungeons and also constructed a small fortress above ground.
I don't think it was ever that flashy and revealing ("This way to the Evil Overlord!") as in the picture posted above. Most likely it has been quite ordinary and seemingly of no great strength or importance. After all the Wise let it be for a thousand years and were very slow in comprehending the identity of the Necromancer.