It would have to be well hidden or well guarded. Indiana Jones and Tomb Raider come to mind as well.

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.

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

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.

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”

Magic can McGuffin any answer you need but it sounds like you want a non magic means to keep people away.

Have a guarded door, be it creature or armed guards. The room that is guarded is not the real room, just a place to hold private meetings. It’s used on the regular to keep the focus on the guarded room.

The real room is in the town’s bizarre. It’s passed by all of the time and is curated by the most hated man. No one likes going to his shop. He’s rude and his wares are over priced. Within his shop is the real room that is visited by the few who know.

The room is built on the inside of a giant snail’s shell, if you give it a special kind of lettuce the snail will retreat and clear access to the room.

The whole thing is underwater

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

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).

Simply put: it stinks, like bad. The room is hidden under the largest city in the land, only accessible by spelunking through vast distances of underground sewers that smell like decomposing waste. This smell-field ensures only the bravest and most dedicated adventurers ever travel to the room, and none who attempt it enjoy talking about it.

Not build a door or windows.

Depends on the context, like what world it is and where the room is located, and so on.

I suppose it’s in a building that people have access to except for that one room, and that it’s a world where, while not particularly sophisticated, explosives exist, so it should at least have very strong walls. If magic exists you might want to avoid using it for this purpose as it often becomes a “because” kind of explaination, but you can use it as a tool (e.g. an obstacle that can only be overcome with powerful magic, and the magicians who are capable of such power can be counted on one hand).

If magic is a no-go, maybe it simply requires a specific kind of key to open (but maybe it’s too high tech for your world?)

The room is filled with a deadly gas. Either it is built so that it vents into the room naturally from deep under ground, or a diffuser is periodically refilled by whoever controls access to the room.

The McGuffin is the antidote to the gas, which you must obtain and administer before entering.

Put a sign “staff only” on the door