Look at ancient Egypt. Big piramides didn’t work. Getting your name erased from the society (Tutankhamun) somewhat.

Some old palaces in Japan have “nightingale” floors that purposely squeak to keep people from sneaking in. Could be a security feature outside your room

As many potential rooms as possible in as many locations as possible, and no way to distinguish the right one. Of course, rotate it regularly.

Put the room in an isolated location? In a cave, on a mountain, hundreds of leagues from the nearest settlement.

You can use the low-tech mythos ideology or superstition to keep people out

“We dont go in there because our forebearers spoke of misery to those that enter the room”

Put a sign “staff only” on the door

Pit.

Is it on display in the bottom drawer of a locked filing cabinet stuck in a disused lavatory with a sign on the door saying, “Beware of the leopard”?

More seriously, just make it an incredibly uninteresting door that no one even thinks about, which everyone thinks is like for plumbing or linens or something boring and irrelevant. Then paint the door in whatever Disney NoSeeUm color is most appropriate.

Is it on display in the bottom drawer of a locked filing cabinet stuck in a disused lavatory with a sign on the door saying, “Beware of the leopard”?

Boobytraps. Rumours about a curse/ghosts/entry fee. Pretend there’s something boring in there. Allow entry, but make the process the full force of German bureaucracy (you need to file form A on a blood moon, to get form A, you need document B2, no not that one the green one, you can get it from Location C but that’s only open once a month for half an hour, and if you don’t wear pink they won’t help you).

You can spread powder on the floor so you could see if someone had stepped in. It wouldn’t keep them out unless they didn’t want anyone to know they’d been in there.

What does the room contain? If it’s a valuable artifact, surround the room with rooms with mundane objects, and build the room around the valuable artifact without any doors or windows.

If the room contains some kind of social circle or government function (think the 5 elder stars in One Piece), I think you’d again try to make the room seem unremarkable, but this time post a guard INSIDE the door. Possibly with an antechamber between the actual room and the hallway so that it seems like there’s just a guard in an empty room. Maybe you post many guards there and make it look like its their off duty room where they just hang out

Not build a door or windows.