Your telephone service should enter your house at a connection box somewhere near your power meter. If you open that box up, you should see one or more telephone pairs connected inside the box, representing the one or more lines of telephone service you have coming to your house. Most homes built before 1995 have only 2 twisted pair of phone lines in the walls. You need one twisted pair for every phone line you have, plus, in some phone systems, if you decide to go with ADSL service as your internet connection, you need an ADDITIONAL inside twisted pair for that.
My house has 4 twisted pair. I use two of them for my residential and business phone lines, plus the third is for my ADSL which is connected at the exterior junction box. GTE chose to split the ADSL signal from the phone line at that exterior box, which is why you need the extra twisted pair. USWest chose to split that signal at the phone jacks, meaning you have to have this dangly splitter thingy hanging from every phone jack in your home or you will hear the ADSL chatter on your telephone. ICK!
If you want to install a new phone line to this room on your own, you need to purchase some good quality phone cable, preferably at least 3 twisted pair, and ideally CAT-5 which means that the twisted pairs are twisted at different rates to avoid "crosstalk" between the lines. You can find cable like this at electrical supply houses like Graybar Electric.
You will have to run this cable around the OUTSIDE of the house, ideally just under the siding along the foundation, or just under one course of lap siding, secured with insulated staples (do not damage the wire!). Run the cable all the way around to the room you want to add service to, then drill a 1/4" hole through the wall from the INSIDE using a 16" long 1/4" spade bit with a hole in the bit tip.
Leave the bit in the hole, and use it to pull the phone cable back through the hole into the house. (The hole in the bit is to put some of the phone wire through to secure it. Then wrap the wire bit combination with some tape to secure it until you can pull it into the house.
Leave at least 10" of phone line inside the house to play with, then hook up a surface mount or flush mount telephone jack of your choice.
Your other option is to purchase the inside wire maintenance insurance on your telephone service, and have them come out and do this for you. In fact, if you are installing ADSL at the same time, you may be able to have this done for free under the latest promotional package they offer at the time.
You owe it to yourself to at least find out what it costs. (usually less if you have the inside wire plan.)