The Pub is a building used by the Rogue to sell alcohol and hire Tavern Girls. It can be upgraded into a Shebeen, and eventually into a Hedge Tavern. Note that unlike the buildings of most other professions, pubs do not produce any products, not even alcohol. In fact, the pub does not even have to serve alcohol, as guests seem to happily bring their own and just pay for the seating and/or service.
A basic pub can also be used to arrange concerts and binges, and its Tavern Girls can serve guests in the pub or provide 'salacious services' outdoors.
Once it has been upgraded to a Shabeen, it is possible to smuggle in illegal alcohol through the building's menu. It's worth noting that this does not appear to result in any manner of legal consequences, but this alcohol cannot be sold on the market, it must be sold through the Shabeen's sales stock. A Shabeen's Tavern Girls are also capable of performing exotic dances in the building, or distracting guards outside the building.
Pubs can purchase gambling tables as a way to improve attractiveness to customers. This is perfectly legal. Your characters can also use the gambling tables.