Si se recibe el siguiente alerta al compilar:

Schema export directory is not provided to the annotation processor so we cannot export the schema. You can either provide `room.schemaLocation` annotation processor argument OR set exportSchema to false.

Solución:
Agregar en build.gradle añadir

javaCompileOptions {
    annotationProcessorOptions {
        arguments = ["room.schemaLocation": "$projectDir/schemas".toString()]
    }
}

Ejemplo para Java:

// ...

android {

    // ... (compileSdkVersion, buildToolsVersion, etc)

    defaultConfig {

        // ... (applicationId, miSdkVersion, etc)

        javaCompileOptions {
            annotationProcessorOptions {
                arguments = ["room.schemaLocation": "$projectDir/schemas".toString()]
            }
        }
    }

    // ... (buildTypes, compileOptions, etc)

}

// ...

Ejemplo para Kotlin

android {

    // ... (compileSdkVersion, buildToolsVersion, etc)

    defaultConfig {

     // ... (applicationId, miSdkVersion, etc)

        kapt {
            arguments {
                arg("room.schemaLocation", "$projectDir/schemas".toString())
            }
        }
    }

    buildTypes {
    // ... (buildTypes, compileOptions, etc)
    }
}