"Into the house" is an example of an adverbial phrase. It modifies the verb "disappear" to say WHERE he disappeared. That's all it does. It does not tell how or when he disappeared. Adverbs answer questions like "where?", "how?", or "when?". Here are some other examples:
"The cat hid UNDER THE BLANKET" (where)
"The birds flew NORTH" (where)
"She was driving WITHOUT PAYING ATTENTION" (how)
"The animal escaped FROM ITS CAGE" (where)
"He spoke WITHOUT MAKING SENSE" (how)
"I'll do it TOMORROW" (when)