I don't think you can dynamically add an exit to room, but you could get away with some clever scripting.
I'm not very familiar with building tools, but I think you can do something like that with two steps:
1 - Create an extra description (via redit), name it 'building' so when players type 'look building' they will look at the extra description you made;
2 - Then you can create a script that when players type 'enter building' or something like that they will be moved to the desired room.
Would that suffice?