Source: Warhammer Fantasy: 4th Edition

Moving Into and Around Buildings
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Where it seems reasonable, troops may be moved into buildings but cavalry, big monsters, and large creatures cannot enter buildings that are too small for them. Giants and dragons are just too big to get into a cottage built for human inhabitants, for example.

Models may enter a building in their move phase by moving against a wall that has a doorway somewhere along its length. A unit may be divided so that some models are positioned inside a building, while the rest of the unit is placed adjacent to it. If the building has walls, hedges or outhouses, you may wish to arrange the unit to defend it. The unit's formation will inevitably become rather ragged in these situations, but it doesn't really matter so long as you keep the unit as much as possible in a single block with no gaps in its front line.

Models already within a building at the start of their turn can move out through any door in their move phase. If the unit is already divided between the building and surrounding land the troops must rejoin the rest of their unit. If the unit is wholly contained within the building it may deploy into a new formation ready to fight. Models cannot enter and leave a building during the same turn as this might enable them to move far too quickly.
The number of models you can get into your buildings will depend on the building's size. As a guide, allow as many models into the building as can fit into its ground area. If the building has several storeys then it will be able to hold more models. You can decide exactly how many models a building can hold before the game begins.

Some players like to make their buildings so that the roofs actually lift off, or the storeys divide, allowing you to place models inside. However, this is not always very practical, and you may find it easier to simply remove models from the table as they enter buildings and place them somewhere out of the way. Note down on a scrap of paper how many models are in the building if you wish.

Unless your buildings are really huge you will not need to move troops about inside. Models in the building can be assumed to be wherever you wish, and can shoot from windows or move out through doors as convenient. However, if your buildings are really huge, say bigger than 6" along any edge, then this leads to obviously unreasonable situations.

For example, if you have a building that is 48" long it would be silly to allow a model to move into the building at one end and then out the other side 48" distant in the next turn! Should you wish to employ buildings of such extreme dimensions then you will have to record movement inside them, noting down where troops are on a piece of paper every turn.