In September of 1979, referring to the Holocaust Museum, (Wiesel was the first chair of the U.S. Holocaust Memorial Council), Eli Wiesel spoke about the relevance of remembering the past so as to impact the future.
Anyone who has read Eli Wiesel's book, Night, can only imagine the horrors that millions of Jews and other marginalized groups (Gypsies, homosexuals, the handicapped, etc.) experienced under Hilter's plan to "cleanse" the human race during World War Two.
Reliable statistics document that between 5.5 and 6.1 million Jews were killed in the Holocaust.
A modern day public might find this impossible to believe if it were not for the photographs, and eye-witness accounts and documented personal experiences of those who survived these horrific events. Still, it did take place in the 1930s and 1940s in Europe, though many people living in Germany at that time did not believe (even with the evidence) that it ever really happened!
Wiesel's account (in Night) opened the eyes of many. And one would think that proof of the Nazi's inhuman activities would guarantee that nothing like it could ever happen again. However—perhaps beyond one's ability to comprehend—again in April of 2006, Eli Wiesel found himself once more denouncing the same murderous actions taking place: this time in Darfur...
We, the Survivors of the Holocaust, know the consequences of silence, and this time we must all speak up for those suffering in Darfur.
Your question asks why Wiesel felt it was important to create the Holocaust Museum. In 1987, Wiesel said:
A memorial unresponsive to the future would violate the memory of the past.
Despite [Night's] lack of commercial success, Wiesel was defined by it. He has spent his life, ever since, as a vocal champion of human rights. His eloquent moral voice has often been compared with that of Albert Camus. Wiesel hopes that his stories will prompt a reflection that leads to a more humane future.