That phrase doesn't really work in English. You would need to say "does the room have sheets?", or more commonly "are there sheets in the room?"
You can't use "has" along with "does" in a question.
DO vs DOES in Questions
To make a question in the Simple Present Tense in English we normally put the auxiliary Do or Does at the beginning of the question before the subject.
Affirmative: You speak Arabic.
Question: Do you speak Arabic?
You will see that we add DO at the beginning of the affirmative sentence to change it into a question. We use Do when the subject is I, you, we or they.
Affirmative: He speaks Arabic.
Question: Does he speak Arabic?
When the subject is he, she or it, we add DOES at the beginning to make the affirmative sentence a question. Notice that the letter S at the end of the verb in the affirmative sentence (because it is in third person) disappears in the question.
NOTE: We DON'T use Do or Does in questions that have the verb To Be or Modal Verbs (can, must, might, should etc.)
Examples of DO and DOES in questions:
- Do you like my shirt?
- Does he drive to work?
- Does she like hamburgers?
- Where do you live?
Notice there can be other words before Do and Does such as Question Words (Who, What etc.)