How come bedroom walls can be damp ? The roof not leaking so where does the water come from ? Can water-proof the walls and how much does it cost ? Can a few coats of paint overcome this problem ?

water pipes running in the walls are leaking..?

No idea, and that why I'm asking for sifus here for explaination.

Possible common reason.

1. Rain water seeps through the outside wall typically happened after heavy raining due to porous cement of the wall.

2. Water pipe leaking that run through the wall.