If you are talking about a permanent place of worship, or a place where the Blessed Sacrament would be reserved, the matter needs to be reviewed by and approved by the local bishop. The pastor of the local parish could walk you through all the needed information.
If you are talking about a place where people gather from time to time to pray with each other, or where an occasional visiting priest could offer Mass. Aside from the courtesy of notifying the local parish priest that a visiting priest will offer Mass for a small group, (as there are sometimes charlitans who claim to be priests and conduct rites that look like the Mass in order to bilk people out of money) or a vagante priest, (a priest who has been defrocked, or is not permitted to function in the capacity of a priest) The Pastor of the local parish is responsible to protect the souls of his flock from those who would try to sow weeds among the wheat, and usually wants to at least meet the priest and confirm that he is a priest in good standing if he does not already know him personally. In this case just lending the space to a group of Catholics to pray or have an occational service would normally not require any form of review.