A 'Gebäude' is a normal building, like your house, a skycraper (=Wolkenkratzer), and so on. A 'Bau' can be a building, it can also be a den (for example: Fuchsbau), 'Gebäude' is much more often used for a building than 'Bau'. When you have a name for a building, then it can be called XY-Bau, it is very common to hear at my university to talk about Weber-'Bau' and all the other buildings(Gebäude). In Germany also exist the word 'Protzbauten'.
Strange that Welcher Artikel? site states 'Gebäude' is 'der oder das'. Just have to knock it in I suppose.