Learn French: Nous devons comprendre comment survivre dans le donjon. - We must understand how to survive in the dungeon.

This is an indirect question where the subject has not changed. Just like in English ("how to survive"), when the person doing the surviving is the same as the person doing the understanding (nous), French pairs the question word (comment) directly with an infinitive (survivre).

Could I say comment nous survivons instead of comment survivre?

Grammatically, you could say Nous devons comprendre comment nous survivons, but using the infinitive (comment survivre) is much more natural and concise. You usually prefer the "question word + infinitive" structure when the subject (nous) is exactly the same for both actions.

Why is comprendre also in the infinitive instead of conjugated?

It follows devons, the conjugated form of devoir (must / to have to). In French, when two verbs are placed back-to-back and the first one is conjugated, the second one stays in its full, unaltered infinitive form.

Is donjon a false friend? Does it mean "dungeon" or "keep"?