No doors, no windows, no chimney, who how else do you expect someone to get inside the building?

[Sherlock looked around, lips pursed.]

Whoever dug the passage did so a long time ago. The ground shows no signs of any underground disturbances. Not exactly an overwhelming amount of trees.... Very difficult to trace an underground passage without an entrance or access to the exit.

Well, realistically, it's either connected to a building here in Hogsmeade or Hogwarts.