Short answer
The sauna is a pre-order bonus building. It sits to the left of your base, over a bridge that is broken at the start — so you will not reach it until the story lets you repair that bridge. Using it grants the Steamed Up buff, which makes food give 10% more energy. The developers describe the buff as useful but not crucial.

The Town harbour at dusk
View full-size image ↗Official promotional screenshot · © Lazy Bear Games / tinyBuild · Official media kit · Material credits
Where the sauna is
The official Steam FAQ places it to the left of the base, over the bridge.
That bridge is not usable at the start. You gain access as you progress through the game and repair it, which is why many pre-order players think the bonus is missing in the first hours.
Saves that carry the bonus show a "Bonus Content Unlocked" message. If you pre-ordered and never saw it, restarting the game has helped some players get the notice to appear.

The keeper's home and garden in an official screenshot. The sauna lies further left, over the bridge; this image does not show it.
View full-size image ↗Official promotional screenshot · © Lazy Bear Games / tinyBuild · Official media kit · Material credits
What the sauna does
A visit gives the Steamed Up buff, described in game as: "You feel refreshed after your sauna: food gives +10% energy."
In practice that is 10% of each dish's base energy value on top of what the food already gives.
A developer reply on the Steam forum summed it up as a buff that makes food regenerate more stamina, adding that it is not crucial to progress.
Can you still get it?
The sauna was tied to pre-purchasing the game before its September 22, 2026 launch.
According to the Steam discussion, it can currently only be unlocked through that pre-order. No other way to earn it has been announced.
Since the buff is a small food bonus, missing it does not lock you out of any recipe, building or story content.
The outfit that comes with it
The pre-order bonus also includes a platform-specific outfit: Vapor Clothes on Steam, X-Books Clothes on Xbox, Joy Station Clothes on PlayStation and Big N Clothes on Nintendo.
To wear it, unlock the Suit Up! technology, build the Dresser in the keeper's house and switch clothing there.
