It's not really a question of if you're SUPPOSED to do anything so much as it's a question of capability - the fortress has no window or doors, and breaking the walls through sheer force is going to be basically impossible. So, characters are free to throw themselves at that, but infiltration is not really going to be possible unless they spy an opening (IE someone else entering or leaving) or pull some other form of skullduggery.

What will most likely happen if they just blindly attack the fortress is getting (attempteD) mauled by gargoyles.