Hello,
Welcome to the site. I guess the bottom line question you have to ask yourself is...what's your budget?
Depending on your geographical area, and with the costs of building materials going up anywhere from 15-30% each month right now here in the US. BTW...Prices are jumping up again the beginning of May. So right now, what may have cost you $30k a year ago, is going to cost you 60-80k now or more.
(Only reason I know, a friend of mine does commercial drywalling and framing. 6-8 months ago it was a $40k job just in materials. When they finally narrowed down all the bids, the cost of materials was over $100k for the same amount of material.)
Not to mention, I'm building mine right now. Everytime I walk in to buy material, the price has gone up. It's almost a daily occurrence.
However, depending on the size of your room, square footage, how much isolation (is it critical for extensive isolation?), etc. all play a role in what the cost will end up being.
Since it sounds like you're starting from raw brand new construction, it may be different than doing a retro into an existing building. But at least you get to design it from the ground up literally and do what you want with it.
Maybe someone here can give more of an answer to the question, but it's a pretty broad question, and it basically comes down to what you can afford. You can spend 20k or 200k+.
If you have some more specifics, details, or plans of what you want, and the size of rooms etc. Are you doing floating floors? This all adds to the cost of construction. A year ago, typical construction for a house would have been from $150 SF to $400 SF average for home construction. For studio construction, better add to those numbers, especially at todays cost of materials.
Hope this helps, yet trying not to discourage you at the same time. That's just the reality of it.
Aaron