The greek sentence hear really should be translated as "The museum is right" not "...on the right" as thst would be "...στα δεξιά" in Greek. In all the examples I can think of off the top of my head the two sentences would be interchangable, but there is still a difference between them. At the very least both versions should be accepted as Engligh translations.
Hm, I'd say that "on the right"="δεξιά" and "to the right"="στα δεξιά". I'm not sure whether I can explain the nuance between the two (if there is a nuance at all), but here's an interesting comment pertaining to "on/to the right". Both are accepted in other exercises, so I'm adding "to" here as well.