These were built by the Germans as support for huge guns. The popular Russian version about landing for flying saucers powered by anti-gravity engines constructed with the help of Saami shamans may be more entertaining though. EnglishRussia.com has recently published several photos of these things.
The area is classed as “restricted”, which means you have to stay on the road, or get a permit well in advance, or take your chances. Whatever info I notice on the specifics of foreigner travel in the Murmansk region it gets dumped in the Attention Foreign Travellers section.