Rebuild the line of buildings. Click this link to find out how to build a line of buildings.
Make sure your building are in edit mode.
We are now going to select one of the buildings. Go into top view.
Change to vertex select and turn off select visible.
Your selecting tools should look like this.
Use the B KEY and select on of your buildings. You are
going to drag a box around one building.
The building should become highlighted.
Press the P KEY.
Click Selected. 
This just put the building into its own object mode.
The buildings should now look like this.
Press the B KEY to select the next building. Drag a
box around the next building. 
The building should become highlighted.
Press the P KEY.
Click Selected.
Now go through and separate each building.
Go into object mode.
Right click on one of the buildings it should become
highlighted. 
Press F5 for shading.
Click Add New. 
Click the gray box next to col.
A color box will pop up.
Click on the color you want.
Right click on each building and color it.
You should end up with something like this.
