It is an ADVERB.
The word "underground" may function as an adverb or an adjective depending on the context. In this case, it works as an adverb as it modifies a verb: "met", it indicates where the secret society met. And consequently, it does not work as an adjective as adjectives only modify nouns. For a better understanding, here it is a brief definition:
An adverb is a word or set of words that modifies a verb, an adjective, a clause, another adverb, or a phrase, meaning that it can describe how, where, or when an action took place.