First, you want to get very close to that keyhole on the wall. Then, put the key on the cursor, and click the key on the hole. That should work.
The deposit tube is on your right as you face the safe on the wall. Put the deposit slip on the cursor, then click on the tube.
I think the room you're talking about is opened with the queen's key, which is what you'll get after dropping the deposit slip in the tube.
Nightowl2
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