Classic: The back dresser in the master bedroom has a hidden panel that leads to the hidden treasury.
SSE Version 5: The treasury can be located by activating a switch hidden behind a tapestry, above the desk in the master bedroom.
SSE Version 6: Please don't spoil this. Thanks.
The treasury can store septims and will dynamically display your wealth up to a value of 2 million. Gold ingots, silver ingots, Dibella Statues, Silver Candlesticks, Bloody Silver goblets and jugs will count for their respective value for the display. Both vanilla and mod-added Gems and Jewelry will also contribute to the display without the need for specific patches.
Additionally, there is an alternative display for King Orgnum's Coffer. When the Coffer is placed onto its pedestal here, it will produce between 100 and 500 gold into the treasury every day.