Mark,
> I still can change the dimensions to make it an ideal room by building new walls. <
Those dimensions are not terrible.
> What can I do on the bricks walls? ... What to do with the ceiling? <
See the Acoustics FAQ, second in the list on my Articles page:
http://www.ethanwiner.com/articles.html
This FAQ will answer a lot of your basic acoustic treatment questions.
> What to do to keep the sound from going out of the room through the wall constructed with plasterboards? - Add a second wall <
Sound isolation is much more difficult than sound treatment within a room. The two keys are mass and isolation. Mass means thick heavy walls. Isolation means walls that do not touch each other. If you have the freedom to build new walls and do other extensive contruction, that's what it will take. But first seal all the air leaks, including the cracks under the doors. That alone can make a big improvement.
--Ethan