Learn Romanian: Camera este acolo.

This sentence doesn't actually use one because it means "The room", not "A room". To say "A room is there", you would use the feminine indefinite article from this lesson: O cameră este acolo.

If I want to say "a room" instead of "the room", do I use un or o?

You would use o, because cameră is a feminine noun. You would say o cameră. The article un is used for masculine and neuter nouns.

How does the word for room change from cameră to camera?

In Romanian, the word for "the" attaches to the end of the noun. For feminine words ending in -ă like cameră, you drop the -ă and add -a to get camera (the room).

Is acolo related to aici?

Yes, they are opposites! Acolo means "there" (further away), while aici means "here" (close by).