Can/should I install the breaker box in an annexed room?
(Punting to the US NEC since the OP mentioned Brazil doesn't have an electrical code, and the 2014 NEC is what I have handy.)

First off -- putting a panel in a half-bath is a bad idea, due to the hazards it poses to any electrician working inside it.  In the US, it'd be dinged by an inspector as a 240.24(E) violation:


  (E) Not Located in Bathrooms. In dwelling units, dormitories, and guest 
  rooms or guest suites, overcurrent devices, other than supplementary overcurrent 
  protection, shall not be located in bathrooms.


That said, is the workshop kept locked when not in use?  If so, I suspect putting breakers there would fail 240.24(B) in the US NEC (the exceptions are for multi-tenant buildings under 24/7 professional management and don't apply to single-family dwellings as a result):


  (B) Occupancy. Each occupant shall have ready access to all overcurrent 
  devices protecting the conductors supplying that occupancy, unless otherwise 
  permitted in 240.24(B)(1) and (B)(2).


This leaves the laundry room -- a properly placed panel in the laundry room should not be subject to moisture on a regular basis, but a NEMA 3R enclosure for the panelboard (i.e. an outdoor-rated panelboard) is a good insurance policy against a burst washer hose nonetheless.