having no windows actually makes the humidity worse. you need to let the air flow at least a couple of times a day (leave the door opened a couple of times a day if thats all you have). it makes it dryer.
try also covering the roof with some plastic material but make sure that the water flows out.
then get an electric heater.
good luck, I lived in a humid dump like that for some months when I was at Uni. as soon as you save up some dosh move out. a dry confy place is essential.