A windowless room in a hot building can feel like an oven during summer. If it's your room, chances are you don't exactly feel particularly comfortable.
In fact, a room without any windows can be a pretty dismal space for a bedroom and would be better used as a place for storing stuff that's not needed all the time. I'd call it a cupboard or a closet, actually!
What to Do with the Room?
Nevertheless, if it's your bedroom and there's no way you can move to a nicer room, you're going to need to do some work if you want to cool it down as well as to get some fresh air in there, as this type of room can get stuffy if you spend a lot of time there.
The first problem that needs solving is air flow. If you can leave your door open all the time, at least you'll be getting some fresher air circulating into the room. But there would also be times when you want some privacy and that means closing the door (and cutting off the supply of fresh air).
The first task is to create some air flow from outside the room when the door is closed. The first thing I would check would be to discover if an exterior wall is accessible from your room. It could be that one of the room's walls is an external one, just without any opening.
Having a window fitted, if that's possible, would be my first thought. That would solve the air flow problem and allow some fresh air from outside to get in while you have the door closed. Od course if it's really hot outside, that won't help you cool the room down.
Fitting Air Conditioning
There are several configurations of air conditioning equipment that could be installed in your room that would certainly cool it down.
First you would need to ensure that you can install a vent that would carry the AC's exhaust air to the outside of the building. A ductless (mini-split) AC unit would be best for this, as you could have it installed fairly easily without taking up any floor space.
The cooling unit goes high up on the wall and the condenser/extractor unit goes outside, with the two connected by concealed ducting through the wall.
If that's not feasible, the next best option would be a portable AC unit. However, you would still need to vent the AC to the outside, through a purpose-built vent through the wall.
It would be a good idea to buy a self evaporating portable AC to make it virtually maintenance-free.
Swamp Cooler
If air conditioning is not an option, for whatever reason, a second option might be a swamp cooler. These cooling devices don't need any venting to the outside, since they don't produce any hot air.
The only problem with a swamp cooler is they humidify the air as they run. If there is no air circulation (allowing air to get in/out of the room) the atmosphere in the room will get more and more humid, rendering the swamp cooler ineffective above about 50-60% humidity.
That means as the swamp cooler raises the humidity in the room, it actually reduces its own ability to produce cool air. What I'm saying is that swamp coolers don't work in high humidity!
Personal Cooler
There are a lot of small, "personal cooler" devices that are often advertised as mini air conditioners or personal air conditioners. They're NOT!
They are actually just small swamp coolers that use the evaporation of water to send out a puff of cool air. They work OK when the air is getting circulated from outside the room, but they are not much good for dropping the temperature in a room,
These are best for cooling you a little, but will still increase the humidity in a closed room. See above for my explanation of swamp coolers to see why they do that and how that will make them less and less effective the longer you run them for.
Ordinary Fans
A low-tech solution would be a regular fan to provide some air circulation and to cool you directly by having it blow in your direction. However, fans only blow air around the room at whatever temperature that air is.
They don't cool the air!
Unless you keep the door open to allow fresh air into the room, it will get stuffier and no cooler.
This also goes for ceiling fans, which are great for moving air around the room, but they don't actually cool the air either.
Conclusion
The only sure-fire way of really cooling a windowless room down is with an air conditioner. It will extract the hot air from the room and blow lots of nice cool air into it, while circulating that air and drying it in the process.
As long as you can have some form of venting fitted in the room to allow the AC to vent its hot air to the outside (of the building, not just to another room or it will heat it up), this may be your only viable solution.