Xinjiang Provincial Museum
China has a very, very bad habit of closing museums for rebuilding or refurbishment, and not telling anyone. Even the hotel were unaware that the museum was closed.
It is intensely frustrating to waste an hour getting to somewhere only to find it closed: it is fairly typical of modern-day China, that no-one actually cares about the tourists and visitors. A similar thing happened the same week in Lanzhou.
The old Xinjiang Museum has been demolished tomake way for this modern building. The old one was seemingly an attractive green building, the new one ...well you can judge for yourselves.
As ever in China it is impossible to tell what artefacts are actually in the museum, because the quality of information available to visitors is, quite frankly, abysmal. If your named the Top Ten archaeological artefacts in China AND the place where they were found, I still wouldn't have a clue where to go and see them. The witless, clueless mentality of the keepers of China's antiquities are a disgrace.
So...rant over. The Xinjiang Museum.
It may be open. It may not be. Your hotel in Urumqi won't know. Probably the tourism people won't either. I don't know what is inside it, whether it is worth going or not. So....potentially one of the most interesting places in Urumqi or even Xinjiang is a total mystery. That's tourism in 21st Century China. It's probably easier getting information in Burkino Faso or Burundi.

Erdaoqiao
Red Hill in Urumqi