The correct option is B the
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.