This is the entrance into the Palace. The mustard yellow tower is the signature of the Palace.
The Pena Palace has a profusion of styles much in accordance with the exotic taste of the Romanticism. The intentional mixture of eclectic styles includes the Neo-Gothic, Neo-Manueline, Islamic and Neo-Renaissance. References to other prominent Portuguese buildings such as the Belém Tower are also present.
http://en.wikipedia.org/wiki/Pena_National_Palace