Captured beasts end up here. Beasts are captured by Einhar once weakened. The collected beasts can be sacrificed in the Blood Altar for beastcrafting. Einhar sells Bestiary Orb at the Menagerie which can be used to store beasts.
The Menagerie contains 4 sub-areas (all in their own separate area instance):
Each sub-area containing between 9 and 16 pens which hold the collected monsters sorted by monster type. There are 44 pens all up. Each holding pen can hold between 5 monsters (e.g. Amphibians->Gem Frogs) and 56 monsters (Arachnids->Spiders), depending on the pen.