It depends on how your buildings were drawn. The simplest way is to have all of your buildings on a single layer by themselves, with everything that isn't a building being transparent on that layer. You can use the Layer Effects to add a stroke to the layer, and that will outline all the buildings at once.
Another approach is to select all the buildings, either by Ctrl-clicking their icon in the layers palette (the icon itself—clicking the layer name won't do it), or using the Magic Wand tool (W) (shift-clicking will add each new area to the selection instead of replacing the selection), or using Select by Color in the Select menu. Once you have "marching ants" around all your buildings, make sure you have a selection tool active (M for marquee is what I usually use), and right-click in your work area. Choose "Stroke Selection," and all of your selections will get an outline with the current foreground color.