The house, or chateau, that Zaroff has constructed on the island serves to show his arrogance and cruelty. In the midst of a jungle, the chateau covers such a vast area that Rainsford initially thinks its lights are that of a village. Zaroff uses it to live in decadent opulence and as a prison for the men who serve as his hunting game. On entering the dining room, Rainsford observes:
There was a medieval magnificence about it; it suggested a baronial hall of feudal times with its oaken panels, its high ceiling, its vast refectory tables where twoscore men could sit down to eat. About the hall were mounted heads of many animals -- lions, tigers, elephants, moose, bears...
(Connell, "The Most Dangerous Game," classicreader.com)
The "feudal" imagery brings to mind a simpler, more savage time, when men killed each other with swords. The mounted heads around the walls are typical of a hunting manor, but are rather overtly mounted in the dining room rather than a separate showroom, suggesting death and cruelty even while one is eating. Zaroff later comments to Rainsford that he does, in fact, have a showroom, but it contains a different sort of mounted head. Overall, the chateau is not a place of relaxation and comfort, but a place of death, of fear, and barbarism.