Buildings are stored in text files in Skyscraper's buildings folder, usually at "c:\program files\skyscraper\buildings" on Windows, in the "buildings" directory on Linux, and in "Library/Application Support/Skyscraper/buildings" in the user's home directory on Mac.  The filenames end in BLD, and so you need to make sure your text file ends with ".bld" and not ".txt". To create a new building, the easiest way is to modify the Simple building, which is a new building tutorial.  Copy the Simple.bld file, which is found in the "buildings" folder, into another file, such as MyBuilding.bld.  When you're finished, save your building and run the simulator. The building will appear when you choose "Other buildings..." in Skyscraper's main menu. You might also want to open one of the other buildings that come with Skyscraper ("Triton Center.bld", "Glass Tower.bld", etc) for examples on the more advanced functions. Please note that the script syntax might change in the future.

Buildings can also be created while the simulator is running, via the Console, but note that buildings aren't saved using this method.