Buildings set the scene for the entrance and exit of your trains. We use the word structures to describe the different stations, houses, and industrial concerns that detail your layout. There is a nice variety from which to choose, and probably the best place to look at them is at your hobby shop. Although the dealer may not have all of the structures in stock, he should be able to show you a catalogue or two. The Walthers catalogue, in particular, lists virtually everything available in Z scale model structures; in addition, individual manufacturers issue their own color catalogues.
The earliest Z scale structure kits came from Märklin. This is not surprising since it was Märklin who first introduced Z scale trains to model railroading. This new smaller scale apparently caught other manufacturers of train accessories by surprise, but they quickly caught up. Today, a very satisfying illusion may be created by using the plastic structure kits that are available.
Traditionally, beginning model railroaders have selected a track plan and then fit the buildings into this plan. It is possible that you might select your structures first, creating the scene which you desire and then fit the track into place afterward. I have done this on two occasions and it does produce an interesting result. As with so much else in this hobby, it is what you want to make of it.
If you are not sure which structures will properly fit in your track plan, you can gather the base dimensions of each structure from their catalog, either online or in paper form, make thin cardboard cutouts and then move them around the track plan until you are satisfied with the results. In this way, once the track is in place on your railroad, you can be operating while you are constructing the individual buildings.
Perhaps the most profound realization I came upon during the writing of these pages was how much the structure selection in Z-Scale has grown since I wrote the Greenberg book in 1988. There are many more buildings to choose from than there were in that time. Although many are of European prototypes, most can be converted or adapted to look like a structure in an American scene if you so desire. You can make your scene what you want.