There are a couple of ways that may work, one more permanent than the other. The first is to do over the walls and even the door with another layer of a material called Homosote. It is a cardboard material that comes in sheets and is used in some applications for just that purpose. Use glue and not nails because nails will transmit sound through the wall.
The next way will be more practical and that is to buy some acoustical insulation (it looks like egg crates) and make frames that you can hang on the walls and doors. These will not be permanent and can be re-used at another time. Check with building suppliers for sources.....MJH