I have built a building in unity, with cubes, etcetera. Now I want to use it as a single object (since using it with so many objects makes it difficult to move it from the scripts). Is it possible to export this to fbx and then have it in assets?
Not as fbx but yes and it's possible to have that item as prefab. If you want to have this building in your assets and use it whenever you want, just put all your shapes in an empty gameobject (to move it via just one container) and drag and drop that gameobject into your project window. Thus you'll have the prefab of that whole building mesh and you could reach it from editor or by script anytime you want.