В предбаннике прохладно, даром что парилка рядом.

Because в предбаннике answers the question where?, so it uses the prepositional case after в.

• в предбаннике = in the dressing room / in the anteroom
• в предбанник would mean into the dressing room, answering where to?

So:

• Я в предбаннике. = I am in the dressing room.
• Я иду в предбанник. = I am going into the dressing room.

Here the sentence is describing a location, not movement.

Предбанник is a very Russian cultural word. Literally it is the room before the bath/steam room in a баня. It is often a kind of changing room, waiting area, or entry space next to the steam room.

So in English, depending on context, it could be translated as:

• anteroom
• changing room
• vestibule
• bathhouse entry room

But none of these is a perfect match. In a Russian bathhouse context, предбанник is the most natural term.

Because прохладно here is not an adjective modifying a noun. It is a predicative adverb (often called a category of state word in Russian), used in impersonal sentences to describe the general environment.

So:

• В предбаннике прохладно. = It is cool in the dressing room.

There is no specific noun being described as cool. Russian often uses words like this to describe weather, temperature, atmosphere, and general conditions:

• Холодно. = It is cold.
• Тепло. = It is warm.
• Темно. = It is dark.
• Тихо. = It is quiet.

If you used прохладный, it would need to describe a noun:

• прохладный воздух = cool air
• прохладная комната = a cool room

In the present tense, Russian usually omits the verb to be.

So English is often has no direct word in Russian:

• В предбаннике прохладно. = It is cool in the dressing room.
• Парилка рядом. = The steam room is nearby.

This is completely normal. Russian speakers understand the present-tense is from context.

In other tenses, a form of быть appears:

• В предбаннике было прохладно. = It was cool in the dressing room.
• В предбаннике будет прохладно. = It will be cool in the dressing room.

Даром что is a concessive expression meaning something like:

• even though
• although
• despite the fact that

So the sentence means that the dressing room is cool even though the steam room is nearby.

This expression can sound a bit literary, colloquial in some contexts, or stylistically marked depending on usage. It is not the most neutral beginner-level way to say although, but it is common enough to recognize.

More neutral alternatives would be:

• хотя
• несмотря на то, что

For example:

• В предбаннике прохладно, хотя парилка рядом.
• В предбаннике прохладно, несмотря на то, что парилка рядом.

Historically and in other contexts, даром can indeed mean for free or in vain, depending on usage. But in даром что, it functions as part of a fixed expression.

So in this sentence, you should understand даром что as a whole, not word by word.

Compare:

• Мне это досталось даром. = I got it for free.
• Всё было не даром. = It was not in vain.
• Даром что молод, он очень опытен. = Even though he is young, he is very experienced.

So yes, даром has other meanings, but here the phrase даром что means although / even though.

Парилка is the steam room or hot steam room in a bathhouse or sauna-like setting.

It comes from пар = steam.

In a Russian баня, the парилка is the hottest room, where people sit or lie in the steam. So the sentence creates a contrast:

• the steam room is nearby
• yet the anteroom/dressing room is still cool

Russian often prefers short, compact sentences where English might use is located or is situated.

• Парилка рядом. literally: The steam room [is] nearby.

This is very natural Russian. Adding находится is possible, but it sounds more formal or heavier:

• Парилка находится рядом. = The steam room is located nearby.

In everyday speech, парилка рядом is much more natural.

Here рядом is an adverb, meaning nearby or close.

In this sentence:

• парилка рядом = the steam room is nearby

But рядом can also be used with с + instrumental to mean next to someone or something:

• рядом с домом = next to the house
• рядом со мной = next to me

So there are two common patterns:

• рядом = nearby
• рядом с кем/чем = next to someone/something

Here it is the first pattern.

The first part is essentially an impersonal construction:

• В предбаннике прохладно. = It is cool in the dressing room.

There is no grammatical subject like it. Russian often expresses conditions this way.

The second part:

• парилка рядом

is more like a regular clause with an understood present-tense is:

• The steam room is nearby.

So the full sentence combines:

1. an impersonal statement about the environment
2. a short present-tense clause explaining the contrast

Yes, it could be changed, but the original word order is very natural.

• В предбаннике прохладно, даром что парилка рядом.

This order first sets the scene:

1. where — в предбаннике
2. what it is like — прохладно
3. contrast — даром что парилка рядом

You could rearrange parts for emphasis, but the tone would shift. For example:

• Даром что парилка рядом, в предбаннике прохладно.

This puts stronger emphasis on the contrast first: even though the steam room is nearby...

So the original version is neutral and smooth.

Most of the sentence is completely normal everyday Russian, but даром что has a bit more stylistic flavor than plain хотя.

So:

• В предбаннике прохладно, хотя парилка рядом. = more neutral/common for learners
• В предбаннике прохладно, даром что парилка рядом. = a little more expressive, idiomatic, or stylistically colored

It is not so old-fashioned that it sounds strange, but it is definitely worth noticing as an idiomatic concessive phrase rather than the default textbook option.