Make it a group (you probably did this anyway), then right-click, SketchyPhysics, Shape, and select 'staticmesh'. It won't be able to move, but the sphere will be able to collide with every face in the building. Making complex, movable shapes is a little harder; basically, you need to make a compound shape out of lots of the normal shapes, like box, cylinder, etc, then group them all together and set that group's shape to 'default'. If you're making, for example, the body for a moving car, make a simplified shape out of these basic shapes, and group them together with the main car body. Inside the overall group, set the main body's state to 'ignore', and hide the physics objects.