Soundproofing a room so sound doesn't go out as much
Hard to know without some details of how the place is built - if they hear the guitar player from 3 floors below, I suspect there's a ventilation-duct connection acting as a "speaking-tube". If it was just the ceiling, a "dropped" or "suspended" acoustical tile ceiling would probably help. If it is a duct connection, some type of acoustic baffle on that would probably help.

Plug the gaps around the pipes, to start. Possibly some sort of wall-covering as well as the already suggested ceiling-covering, if it's all brick and concrete.