The answer to that question is, of course, "something conscious put it there", so the Chinese Room isn't itself conscious but is something more akin to the diary of a conscious person.
For a proper explanation of the argument, including replies to some obvious counterarguments, see Book IV ("Mere Reality") of _Rationality: from AI to Zombies_ [1], which may be downloaded free of charge. Specifically, Part R ("Physicalism 201"), in the neighbourhood of essay 224 ("GAZP vs GLUT"), although of course there is a reason that the book is presented with Book IV as the fourth book rather than the first, and Essay 224 as the 224th essay rather than the first.