How do I check the internet usage of a particular device in my room?

This is a common problem without a simple solution, assuming you're trying to monitor every device from a central location. You can't monitor these kinds of stats from a single PC, you need to get in the middle of everything, your router.

I've been in similar situations with bandwidth-hogging roommates, I was able to flash my router with the Toastman Tomato Firmware which will allow you to monitor and restrict bandwidth usage on a per-device basis (note: the standard tomato firmware won't break down bandwidth usage by individual device.)

If you want to go this direction, the link provided explains the process from flashing the firmware to setting up monitoring.

It is a rather involved process, and you need to make sure your router is compatible.

A little bit easier approach than flashing your router might be to use an old PC/Laptop or similar as an Proxy. It isn't so hard to set up some software and route all your traffic through that PC as a standard-gateway, then it should be easy to record detailed stats!