If you purchase the Monthly Card found at the Privilege Card you unlock the Warehouse feature. At the R2Games store this Privilege Card is currently purchased under VIP.

After unlocking you can enter the Warehouse by clicking the Warehouse button in your Backpack. By default the Monthly Card Warehouse is unlocked. Reaching VIP 4 and VIP 7 will unlock more warehouses to store your items. The Amethyst Warehouse is also unlocked, but you need to purchase each row of slots with Amethysts.

This guide is sourced from yabusame.