This upbeat song was inspired by vogue dancing, which was a modern stylized house dance popularized by Harlem “House Ball” community. The choreographers taught Madonna the vogueing moves thus the lines “All you need is your own imagination/ So use it that’s what it’s for.”
The castles were basically built during the wars of the late Middle Ages for the purpose of safety/protection. The castles originally were constructed simply, but due to the need for protection rose, they became much more sophisticated. They were built as homes of kings and nobility. The noble classes, such as royalty and crucial public figures, can be protected from unwanted intruders.