You mean a building where you can walk into? There are a number of ways to make interior buildings; I will give a few examples:
Create a big nice cube of say (x,y,z)=(10,10,10). Now create a new cube with (x,y,z)=(8,10,8) and place it INSIDE the 10x10x10 cube so that on each side, there is 1 meter left (in 3DS MAX, you can use the toggle function for exact placing), except for the height (which should be equal). Select the biggest cube and go to compound objects and use proboolean or boolean (I won't go into details about their difference here). Click on "Pick operand B" and make sure it's on substract.
Select the smaller cube in one of the views and voilą, you created 4 walls of the building. You can do the same for the doors and windows by creating new objects and substracting those from the walls you created.
For a more "round" house, use the same strategy as above, but then with a cylinder or a cone

Other method: for each wall, you could create a new cube. This is annoying, cumbersome, and not done by intermediate artists upwards (at least to my extent).