@Gadaz,
Okay - please don't use the word 'room', as it is confusing. You are talking about Facebook groups.
Some groups are private, some are secret, and some are public. Those settings are made by the group administrators. However, you may be able to hide some of that using privacy settings. So hunt around but don't be surprised if notifications, etc. are controlled by the group's own settings and not your own.
If you don't want people to know you are the member of a particular group, and if your own privacy settings can't fix this issue, then you have two choices only:
- Ask the administrator for the group to turn its settings to private or secret or
- Leave the group