My friend and I waited outside the building on a beautiful Sunday morning hoping to get inside and look around. We arrived early and ended up napping on the lawn out front, bordered by a little plaza with a playground and a water fountain for kids to play in. The exterior architecture was beautiful and inviting, though there's no clear parking -- whatsoever.
There is a tiny parking lot on one side, but you're not sure if it's for patrons or the staff, and the open sign points beneath the building (built on stilts) but it was filled with chairs and a small trailer, so it proved very unclear where to go.
We waited 15 minutes past opening time (noon) and it didn't appear that anyone had even arrived to start opening procedures in the building. I called the Biloxi Visitor's Center (assuming it to be the locus of operational control) and they said it should be open. We left to go to the Walter I. Anderson Museum of Art in Ocean Springs -- that was a fantastic experience and highly recommended.
The only highlight of our visit related to the museum (I don't count the nap on the lawn) was a replica of a German UBoat posted out front. It appeared to have a working engine and probably could move across the water like a normal boat. Made of wood, it was rather impressive and detailed.