Garage walls and roofs aren't usually insulated. To make the garage comply with required energy ratings for a habitable room, insulation will be required to meet minimum R value insulation. You will likely also need to obtain an energy assessment by a certified assessor.

If your garage walls are timber stud walls, adding insulation should be easy. After installing it, you can then line the inside of the walls, the most common material being 10mm thick plasterboard.

If your garage is brick, you will likely need to add an additonal layer on the inside to facilitate an insulation system to meet requirements. One method would be to build a non structrual timber stud wall on the inside of the brick walls, then add the insulation and line the walls.

The roof/ceiling will also require insulation, so if your garage does not have a ceiling, you will likely need to install one to support the insulation.