Typically, Code requires the walls/ceiling to be 1-hr rated construction. There are many ways to achieve this:
https://www.usg.com/content/dam/USG_...tems-SA924.pdf
The door needs to be 1-hr rated as well.
When building out the partitions, you need to make sure you have sufficient "return air" into the room. This means you need to let the room get air from either your HVAC system or the adjacent room (via an undercut door or grill/louver). Otherwise the boiler will starve for air and not work properly.