I thought I'd give you an example of what work is involved to put a few sheets of drywall up on the wall. Look at this innocent section of bar wall: Barely four feet wide, a window, some weird something sticking out of the wall (which may or may not support the chimney).
What isn't obvious from the picture is, that there is already some furring around the window, which creates a step between the furring and the studs, i.e. more work. Anyhow, here's a shot after all that work is done (by adding a lot of wood). And now that I look at it, I realize that I am still missing some wood below the window, which would allow me to affix a radiator.