I think the answer is yes, but there is no mention to it the rulebook (at least I didn't find after twice reading it), so:
- If there is no enemy in the room do we have to still play 2 cards during our turn?
Yes, see pg. 16. Every round (until scenario objective is met or failed) consists of four steps beginning with
"Card selection: Each player will either select two cards from his or her hand to play or declare he or she is performing a long rest action for the round."
Edit: Also on pg. 17, "Players must either play two cards from their hand or declare a long rest action at the beginning of every round."