The chambers on the board labelled "Xth Level Treasure Chamber," I couldn't find anything in the rules stating if you literally gain treasure here, just that no chambers ever contain treasure.
Right, the "King's Treasure Room" etc. don't actually contain treasure, only an unlimited supply of monsters.
I also couldn't find anything specific about how the game actually ends, does it end the instant one player reaches his win condition or is there something additional like making it out of the dungeon?
You might see whether the rules someone has uploaded here are more recent/less confusing than the ones which came with your copy; they say at the bottom of p. 4, "The winner is the first player to return to Start, the Main Staircase, with enough treasure for his or her adventurer to win."