What this sauna thing in k drama

ive seen in quite a few times in k draama that they go to this suana place if they dont have anywhere to go is it like a hotel or something?

It's called a 찜질방( Jjimjilbang), which basically means a "steam room".  People go there to relax with family and friends for a morning or afternoon, and, yes, if you're in a crunch, you can stay overnight in the communal room.  It's pretty cheap, costing less than $10.