We don't have a playroom but our bedroom is pretty overrun with stuff that belongs to the littles in our system.
Our real life children know that the littles love their toys and sometimes our daughter has even bought some for us for birthdays etc. They are also very accepting of the gifts we put under the Christmas tree for our littles. That's just normal life for our kids! Our kids don't know we have DID but they are very familiar with the littles, they just don't know specifically that they are alters.
but no we don't have a playroom, our littles things are just integrated into our every day life, there for them to use whenever.