Both your sentences are correct and mean the same thing, as the word "all" often means the same as "all the". In real life, however, I'd say "in *every* room of the house". Note that "every" is treated as singular in form, even though we're referring to all of the rooms. Note that we need to use "the" if we use "of". I didn't invent English; I just teach it :D

They do!