5GHz wavelength = 5.99584916 cm. The spacing of a Faraday cage has to be < 1/10th the wavelength you want to block. So for 5GHz that's 0.599584916 cm or 5.99584916 mm or less.
The cage material has to be made of a conductor like copper or silver. And it would probably have to be grounded too.
A 3m x 3m x 3m room is 54 sq m. You'd need about 791 sheets of the copper 0.63mm mesh + staples to nail is to the walls. Minus the area of the door. Cost about $6,328 + tax.
At 5GHz the skin depth is pretty shallow; in units(1), sqrt(2 / copperconductivity 2 pi 5 GHz mu0) says 0.93 microns. I think you could probably get by with 3 microns of copper vacuum-deposited on Mylar or on fiberglass window screen.
Steel window screen coated in copper might work even better and could be made by electroplating first a nickel flash and then the copper layer, avoiding the expense of vacuum coating. I'm not clear enough on the physics to be sure, and maybe it would be worse, but the skin depth in even ordinary steel is about an order of magnitude smaller because of its magnetic permeability.
"Booster bags" for shoplifting use (ungrounded!) aluminum foil. I think the reason they have to be several layers thick is that anti-shoplifting RFID tags operate at a much lower frequency, and aluminum foil is typically only 10 microns thick.
All it takes is money. Tradespeople all over the world know how to build a room like this because it’s a construction technique used in hospitals for imaging rooms.
I’ve stood in one before the interior surfaces went up - such an insane amount of copper. They had a guard observing it 24/7.
You have to consider this in the context of an active construction site where material handling equipment is strewn about everywhere. 30 pounds is nothing to a pallet jack or a forklift that can go to a telehandler that can put the load in a pickup truck. A wide variety of power equipment is just sitting around, keyed-alike. Thousands of pounds of copper can be gone in a moment to a clever gang of thieves.
Still not a great ROI for the criminal risk being taken, but the people taking this stuff live in very different circumstances than myself and presumably yourself.