The Room of Requirement- and more importantly, the Room of Hidden things - is only accessible by passing the wall three times thinking about a use for it. Therefore, one must generally first know about it's existance in order to find it. Helena's comment refers to the fact that if you know about the Room, you need only ask for it to appear.She is talking about the room of requirements and the way it appears only to those who seek it with true need.Helena Ravenclaw (the ghost of Ravenclaw house) said this about the Room of Requirement when Harry was trying to figure out where the lost diadem was.
Before this she said: "It is the place where things are hidden. If you need to ask, you will never know..." (Or something to that effect.)
She meant that "If you can't figure out what I mean by 'the place where things are hidden', then you aren't clever enough to find it. But if you do know, you only need to ask the wall before the room to reveal the entrance to the room."
It makes sense after all, because the "motto" of Ravenclaw tower is knowledge and cleverness and the diadem is supposed to give any person who wears it utmost intelligence.
This is, of course, the film version. It was stunning and I liked it.
In the book version, Harry figures it out himself and leaves the Gray Lady, who never knew that Voldemort had returned the diadem to Hogwarts, confused.