The Spanish word "Milonga" has several meanings. It was used to describe a "gathering of people" or "a group of people"

Also, it is a genre within tango music which is fast, rhythmic and playfull.

But, as in this case, a milonga is also a place where people meet to dance Argentine Tango. The word is used much in the same sence in Buenos Aires as we would use the word "discotheque" here in Europe.