Although before most proper nouns like names of people, continents, countries, cities, mountains, etc use of the article should be omitted. However, before some proper names, such as name of a famous building, museum, work of art, monument etc the definite article 'the' should be used. Therefore, option C is the correct answer and Option D is incorrect. Since it's a specific building and not just any museum in general, the indefinite article 'an' or 'a' cannot be used. Therefore, Option A and B are incorrect.