The url which have multi words.

The controller action name is actionNewRooms

The url will be http://localhost/newrooms

how to make the url like http://localhost/new-rooms or http://location/rooms/new

use route? or other ways?

This is done with routing. Check http://www.yiiframework.com/doc/guide/1.1/en/topics.url

Check out the sluggable behavior:

http://www.yiiframework.com/extension/yiibehaviorsluggable