I’m inside a room that feels simultaneously clinical and whimsical. Black, white and gray are the dominant colors. Positioned throughout the space are carefully crafted towers , boards, grids and other familiar objects — they look like oversize, slightly haywire versions of games from my childhood, including Connect Four, Battleship, Simon and Jenga. A question mark hangs in the air, though. I no longer know the rules, and new ones haven’t been provided. Doors and cabinets are locked. I’m joined by six other people, and we have 45 minutes — which are ticking away on a countdown clock — to figure out how to play in order to get out.

We are in an escape room, a live-action game where a group of people must solve a series of puzzles to work their way out of a locked room or series of rooms within a given time. In many escape rooms, the back stories are elaborate: You are traveling through a broken space-time continuum. You are trying to avoid being buried alive. You are scrambling to save the world by shrinking yourself to the size of a mouse.

In “The Privilege of Escape,” a new public art project by Risa Puno at Onassis USA, the escape room turns from a high-stakes thriller into a disarming demonstration of social inequality . Whether or not you succeed is largely beyond your control. The experience is still exhilarating, but can also be psychologically uncomfortable .

Ms. Puno is the winner of the first open call by Creative Time, which has earned a reputation for its inventive approach to public art. Since the 1970s, the organization’s work has taken the form of performances and parades, banners and billboards — even a selection of photographs of life on Earth etched into a disc and launched into space. And whereas most public art tends to be physically static and stay on ideologically neutral ground, Creative Time has always engaged outright with political and social issues.