Good room set-up can enhance the orgy.
What may work very well is putting a mattress on the floor with some couches and chairs arranged around the mattress.
If there are only three or four people, the orgy could take place in a bedroom.
Another
good room set-up, especially if there are four or more people, would be to put a large mattress in the center of a
room, and to have some couches and seats arranged around the mattress.
Activities can then take place on the mattress, where they can easily be watched by those seated.
Nothing
beats a comfortable lie down while enjoying a cuddle, so either a bed
or a mattress on the floor is highly recommend even for just a Cuddle
Orgy.
Those on the couches can also engage in some activities. A
Princess can enjoy a cuddle or a Devotional Cuddle with a Knight while
she is seated and watching what is happening on the mattress. When she
is seated she can also have a Knight give her a foot massage or oral
sex.

I recommend that the lighting in the
room be bright enough for anyone watching to be able to see what is
happening, but dull enough to create a sensual atmosphere.
Lots of
candles would create a very nice environment.
The room should be at a comfortable temperature for nudity which may require some heating.
But the room should not be too hot or lots of body contact will become hot and sweaty.