What would be a proper noun for a building?
The Taj Mahal. See below for other examples.
A proper noun is one that names an individual thing.
For a building, we'd want to identify an individual building and state it's name, for instance:
The Statue of Liberty
The Taj Mahal
The Eiffel Tower
If we're looking for something less world renowned, we can pick other buildings that don't have names and give them one. I remember one time I was in the Midwest of the USA and was asking directions on how to get to a campsite. The people all told me to "go past the John Deere". In this case, "John Deere" was not only the brand name of the machines that were sold at the dealership but was indeed the name/proper noun of that place - the locals had named it.