There are plenty of things you can use such as plastic styrene sheet from Evergreen and others, cardboard not corrugated type but flat compressed type, MDF 3 mm thick you can cut that with a saw or a Stanley  type knife and a straight edge if needed. If you can cut it then you can use it is a general rule even tinplate if you have metal work skills. The choice is yours try a bit of everything and then settle on the one you find is the easiest for you.

Sir Roderick Stewart (Rod Stewart the singer) uses 3 mm MDF for the cores of his buildings and builds them up from there using ready to buy things or he makes them if needed. Just think of a building as a box shaped thing with some fancy work on the outside of it. A larger building can be made in several box shapes and then glued altogether to get the final building.

Brick papers or plastic sheets are available to add to the outside of buildings if you want them most good hobby type shops would have something like that.  

Also check on places like you tube for videos on making buildings etc. But above all have fun building what ever you want.

Here is one I am building and it is simply a MDF base and detail things like brickwork and roofs glued onto that and some paint added it is still not finished though but getting there just the same. This a model of the Fire Station that was used in the old TV show Emergency many years ago now.

One other thing you never know your luck but you might find that some Australian kit maker and there are a few has done a kit of those stations or else you can get one to use to hack it around to get what you want.