This hidden room is located in an area on your very first mission, and is missable afterwards because the area is closed off later. It is during the Ghost Hideout mission, where you have to go in and take out all the enemies.
The video starts right after you have the defibrillator tutorial. Take out the enemies, and go close to the corner wall, next to the flat-screen TV. There is no text prompt at all, so just press the 'Interact' button when you are close.
There are a couple other rooms like this in the game, with other themes (like DOOM, Quake, etc)