Most people don’t make much of additional effort to secure valuables beyond locking their door. If you want, you could consider buying a small strong box/safe, but the dorms are rather secure. If you’re worried, get a safe, but you should be just fine if you lock your door and don’t walk around telling everyone that your camera is sitting under your bed, or whatever.

I personally have a Canon dSLR that I am comfortable having in my room only locking the door.