The principles for soundproofing ceilings and floors from below can also be applied to walls. For example, you can fit hat channels directly to the surface of an existing wall. If losing a little space in the room is not a problem, build a completely new, independent wall in front of the existing structure. This is most easily done with a metal stud wall as it is quick and creates little mess. Build it 1 inch away from the original wall. You can then insert acoustic bat between the stud uprights to create a soundproof layer.
Double glazing windows or glass doors improves sound insulation, as well as thermal insulation.
If noise from outside is a major problem, consider triple glazing.
Weatherstripping added around doors and windows will insulate them against sound as well as heat loss.