Soundproof the walls and ceiling. Apply soundproofing foam to all the walls and ceiling to reduce noise from traffic and construction. Some foam comes with self-adhesive backing. If there is no adhesive backing, use wall glue.
Install truss girders with catwalks. These girders and catwalks should be high, near the ceiling, and allow for the mounting of lights and special effects equipment. The catwalks allow lighting specialists to adjust the lights. You can obtain girders and catwalks from a variety of manufacturers, listed at sites such as alibaba.com. Have these professionally welded into place.
Install adequate ventilation. Your fans must be able to exhaust fumes from trucks unloading materials, as well as special effects such as fog. Find a ventilation system that is as quiet as possible. You can find exhaust fans at jennyproducts.com or similar sites.
Widen doors. You need doors wide enough to drive trucks through. These trucks pull into the soundstage and unload heavy equipment. The doors should close tightly, so light and sound does not get in. A local carpenter can handle this job.