The Museum comes with a Safehouse for you to live in whilst adding to your collection. The Safehouse is located at the top of the stairs running parallel to the stairs leading to the Museum main entrance.
You receive the key to the Safehouse either immediately when starting a game through Alternate start - Live Another Life with the relic hunter start or after reaching a display count of 50. When you do not start with Live Another Life, a messenger will deliver the key to you together with a note from Auryen.
After receiving the key through either means, you can buy two upgrades for the Safehouse from Bits and Pieces in Solitude. One is a visual upgrade for the hot springs, the other adds a set of crates in the kitchen where you can set up the last room for either 3 followers or 6 children. Adopting 6 children and moving them to the Safehouse requires the mod Hearthfires Multiple Adoptions, and having used the "Bless Home" ability the mod gives you, while in the Safehouse. If this mod is not installed, you will not be able to move your family to the Safehouse.
However, it is possible to access it early by means of going into the Hall of Secrets and opening a similar hidden wall. It is also possible to access the Safehouse through a secret entrance in The Library, hidden behind the wall to the right of the door to the Main Hall of the Armory. To get the wall to open, you will have to find and activate a loose stone in the wall. This door that is revealed behin the wall needs the Safehouse Key to open.