How do you open a locked room door?

Look for the hole in the center of the knob. There is either a lever to push inside or a keyed (sloted) mechanical link ... either push the button or turn the mechanical link. This should either pop the inside button out, or release the locking mechanisms. you dont need to have keys to open it just climb out the window and go to the window of the room that is locked and unlock it from the inside.