Add the "Blender_library" folder in Settings as a new library to access all the assets through the Asset browser.

The "Procedural_Apartment_Wall" is not contained within the "Blender_Library" due to technical limitations.
You have to either copy the asset out of the provided blend file into your own scene or
append the "building" collectionfrom that blend file.

Note: Some textures are packed into the blend file. Though they are fairly small,
you might get a bit higher performance if you unpack them.