The same way: "ez a fürdőszoba". In practice there is no confusion since you can usually tell whether a person meant to utter a whole sentence ("this is the bathroom") or just a noun phrase ("this bathroom"). As the Hungarian phrase here is capitalized and ends in a period, it also seems likely that Duolingo wants you to interpret it as a whole sentence ;-)
When showing people around a house I would probably say it more like "ez itt a fürdőszoba"/"this here is the bathroom". That would not be ambiguous at all.