It was in the East Room. Not exactly a broom closet. Also it looks to be about 9' tall so you can't exactly hide it.
A long-standing holiday tradition—the White House crèche—graces this room. The nativity scene made of terra cotta and intricately carved wood was fashioned in Naples, Italy in the eighteenth century. Donated to the White House in the 1960s, this piece has sat in the East Room for the holidays for more than forty-five years, spanning nine administrations.
Here's photos from 2009 showing it prominently displayed;