Overview
The ground floor of the Art Museum (Hall of Paintings opened up on Halloween 2012. A big fundraising drive took place to get the museum ready for a halloween party. The second floor (Hall of Sculptures) opened on Halloween 2013. There are rumors of a basement level as well, currently unavailable.
At some point, it seem that the Artist had an exhibition in the museum. (Cross reference Historia Aetherium: The Charnel House
Halloween Hints
A one-time-only encounter on Halloween 2012 gives the following:
Regarding the tattooed man, Kinak says, "There's a lot going on there. You can get about half way through what he's talking about there, and wait for the rest."
First Floor
There are currently five paintings featured on the first floor. The Stories At An Exhibition gives some cryptic hints about the background for the paintings.
Painting: Parasol lady

Parasols come up a couple places. The subject apparently Emily (former Halloween organizer). The stories form the exhibition books seems to be referencing more the Abandoned Subway than the painting though:
Museum-specific references:
Painting: Landscape

Exhibition stories:
Museum encounters:
Painting: Still Life

No especially obvious references from a Halloween storybook. Some museum clues:
Painting: Sunset/phoenix

Exhibition story:
Museum stuff:
Painting: Sunset/phoenix

Exhibition story:
Museum stuff
(work in progress)