It's sneaky, because it looks as if it's an adverb. After all, "quickly" in "They were walking quickly" is an adverb. But no, it doesn't tell you how they were walking, it tells you where the whole thing was taking place, which makes it an adjective.
Answers & Comments
Verified answer
underground is an adjective
underground = adjective
You can double-check by looking in a dictionary. Try http://www.thefreedictionary.com/ - it always gives the part of speech
It's sneaky, because it looks as if it's an adverb. After all, "quickly" in "They were walking quickly" is an adverb. But no, it doesn't tell you how they were walking, it tells you where the whole thing was taking place, which makes it an adjective.