Installing seals around doors, and sealing up any gaps will help isolation.
Isolation requires mass and no air-leakage. The most efficient use of mass is through a mass-air-mass system.
If your room is finished, you probably wont want to install a second, decoupled, room within. So you will have to seal up any gaps, sort your weak links, and be happy with it.
Weak links can include, doors, windows, roofs, etc.