To create a Room or Resource you can use the Admin Web Interface for Office 365: https://portal.office.com/adminportal/home#/ResourceMailbox
Exchange users can add Resources to Distribution Lists but unfortunately Office 365 does not give the option to do this via the Admin Web Interface.
It is, however, possible via Powershell. You will first need to connect to your Office 365 instance as detailed here: https://technet.microsoft.com/en-us/library/jj984289(v=exchg.160).aspx
Once you have done that you can issue the Powershell commands required to create a Room List and add your Resource to it.
Creating a Room List
To create a collection of rooms called "Meeting Rooms" issue the following Powershell command:
New-DistributionGroup -Name "Meeting Rooms" -RoomList
Adding an existing Resource to a Room List issue the following
For an existing Room is "Board room" and an existing Room List named "Meeting Rooms" issue the following Powershell command:
Add-DistributionGroupMember –Identity "Meeting Rooms" -Member "Board room"