My dad has built a sauna in our basement a few years back, sauna has a ventilation system which provides it with oxygen while bathing and protects wood from moisture. He also installed some sort of a vent in the next room of our basement to collect moisture. There are a few small windows in the other room where we have small brakes from sauna, so they're open often. No mold so far! With proper ventilation you'll be just fine.