I have never heard "Establishment" used to mean a brothel, but if someone did use it in that context a lot of English speakers would understand what they meant. "Knocking shop" is still used, although perhaps with a heavy dose of irony because it sounds a little old-fashioned (at least it does to me). "Brothel" is probably the most straightforward word to use. "House of ill repute" is another oldfashioned phrase that will probably cause hysterical laughter if it is heard from the mouth of someone with a strong German accent ;-) Es tut mir Leid, daß ich zu beschäftigt war, diese Antwort auf Deutsch zu übersetzen.

Sorry. Misunderstood the question.

"to visit a brothel" ist richtig.
"(pay) a visit to a brothel" ist auch richtig.
"a visit in a brothel" ist unrichtig.

but you can say "an establishment/house of ill repute"
meaning brothel