Soundproofing in construction usually depends on the density, thickness and completeness of the enclosure. So brick walls are better than lightweight blocks are better than logs are better than insulated panels.
Holes will let noise through, such as airbricks and windows. Seal gaps round windows and doorframe with silicone, after filling the gaps with expanding foam.
Secondary glazing is better for blocking sound, especially if if is a thicker grade of glass.
Noise will get through the weakest link, often the roof. Look out for gaps round the edges.
If you are using insulation, you can get dense mineral wool batts, which are much heavier and more rigid that the rolls used in lofts. Special ones are sold by soundproofing shops, but the type sold for cavity wall insulation at builders merchants are quite good. Lift up a bale to see how heavy they are.
A thick solid door is better than a boarded shed door or a hollow internal door. I use fire doors which are 44mm thick, solid, and very heavy, but they are mostly not weatherproof. Some are made for front doors of flats that open onto an escape route, they are expensive. If you can have a porch or vestibule you can have an outer and an inner door, which also cuts heat loss.
Ordinary plasterboard is not much good. You can get a special heavy grade, or use two layers, preferably with a plaster skim.
Carpet, thick curtains, and soft furnishings absorb noise so it will seem calmer. If you have a radio or something you can have music playing quietly.