The Celestial Toyroom was the realm of the hyper-dimensional being known as the Celestial Toymaker, a remnant of his original home and an integral part of his existence. It was filled with toys and traps which he used to play against the opponents he brought there, including some toys who would interact with and play against his opponents. Anyone who lost the games became a plaything of the Toymaker.
It was a sliver of reality that he could occasionally step out of, but he wouldn't survive for long outside of this dimension. This was a result of the rules set down for him in the childhood of the universe. (AUDIO: The Magic Mousetrap)
The Toymaker also resided in a "Toy Shop", which was the one part of his realm actually connected to him, and while the rest of his realm could be destroyed, the Toy Shop would only die when he did. (PROSE: Divided Loyalties) Outside the Shop was a void and the windows could repair themselves. Anyone who tried to leave the Shop entered again as if in a loop. (AUDIO: Solitaire)
If the Toymaker ever lost a game, he would pay the price by losing his Toyroom, which would disappear. He would then have to build another, although he was all right with this as he got bored with the Toyroom after a while. He would, however, destroy the person who caused this.
When the Toyroom became old and began to break down, the Toymaker feared that its contents would break out into the universe. He trapped the Twelfth Doctor and Clara Oswald inside, wanting to steal the Doctor's TARDIS in order to keep the Toyroom contained. The Doctor allowed him to take the TARDIS, then made his way into the console room and ejected the Toyroom. The Toymaker was then left with a contained Toyroom once more. (COMIC: Relative Dimensions)