New construction bathroom

I am looking into closing a three sided patio (one side is the garage the other two are the house) and making it into a bath. The question is if three wall are existing interior walls and the NEW wall is exterior, will I and/or should I put a VB on ALL wall to seal / enclose the new bath from the rest of the house. ALSO...if i do should the NEW exterior wall , on the out side, have a VB to protect it from the rain and such...
THANKS

Add a vapor barrier on the new exterior wall, don't worry about the (now) interior walls except if it is sharing a wall with the shower, then standard shower construction techniques call for a barrier in the wall common to the shower.
If a shower ends up being where there already is a barrier, then you need to be careful that the building materials aren't sandwiched between barriers.