So the 저 preceded the word it is modifying, in this case, the word 건물...and then the 로 is the paired ending to let us know it was matched with 저? 저......로 pairing? Is this because it is a place that is over there (somewhere) that can be gone to? I think I overthought it. (._. !)
Yes, actually if you translate it literally, I'm pretty sure that's the actual message, but Duolingo likes to rephrase stuff to test your understanding.
I'm also new to learning this, but I'm pretty sure I'm correct. If you have doubts go watch some YouTube videos on these particles.
also I have no idea why you were downvoted