If you want to make a building from scratch, you'll need some sheet plastic to build a basic box out of. Ask the plastic supply store to cut your plastic into 3"or 4" wide strips. Then, cut the strips to your desired length and use them to make the walls by filing the edges smooth and gluing them together. Make sure your strips are paired off in length, or your building won't be square. You can use Necromunda bulkheads as walls if you want- just use 3" high strips for your other walls.
You can add extra strength to your "box" by gluing 90 degree V-shaped plastic on the outside corner, or square plastic to the inside corner. If you want open doors or windows, don't forget to cut these out before you assemble the walls. Then glue on a roof, and add some detail, and presto! Remember, by making a box shape to start with, your scenery will look more solid and massive, and therefore realistic. Try to avoid having walls that can be seen from both sides, as it will not usually be thick enough to be convincing. A Box shape conceals the inside of the building, and leaves no wall edge visible to give away the fact that your walls and roof are not really thick.
You can use Scissors for your paper thin sheet styrene and thin sheet lead. A Hobby Knife or Diagonal Nippy Cutters are perfect for trimming and cutting small model parts, solder, or strip plastic. For larger pieces, use a Razor Saw (a thin, square saw blade available in hobby shops) or a jeweler's saw. For thick sheet plastic, use a paper cutter or tin snips. You can also score sheet plastic by scraping the back of a hobby knife along the plastic (use a ruler to get a straight line), then snap the plastic along the score line. Remember that if you are constructing a building from scratch, you want to size your wall sections exactly and get the straightest cuts possible! Use a T Square or a CD case to make sure all your right angles are true and mark your lines with a permanent pen before you cut, otherwise you'll have a hard time assembling your building. By careful cutting and sawing, you can get your parts to just the right size. If you get seriously into building, you can buy a Moto-Tool. A moto-tool is a small, hand held, high speed drill like those you see dentists use, except it can also fit small grinding or cutting wheels and other bits (similar to a Router). Dremel is a popular brand of moto-tool. You can use a cut-off wheel or cutting bits to cut holes into walls, or cut up darn near anything (even metal). Be sure to wear safety glasses every time you use a Moto-tool! You can find Moto-tools in fine hardware or hobby shops.
Metal files are good for shaping small plastic parts. You can make a sanding pad by clipping a sheet of medium sandpaper to a clipboard, and put a rubber band around the bottom to hold the paper in place. Then press your part against the sandpaper, and rub in a circular motion to get a smooth, flat surface suitable for gluing or painting. Use small squares of sandpaper to smooth curved or uneven surfaces. Large, flat surfaces glue best, so be sure you always flatten out any surfaces you intend to glue together. You can also use a Moto Tool with a grinding wheel or sanding drum to quickly smooth things, or even sand curved shapes into things. Remember to wear safety glasses if you use a Moto-Tool.
Solvent cement usually comes in a glass bottle with a brush attached to the cap. It will glue a number of different plastics together, including ABS (often used in toys) and Styrene (used in every plastic model kit). Just brush a little on both surfaces and press together. Then touch the brush to the edges for capillary action to soak around the edges.
CA glue(short for Cyano-Acrilate, also known as superglue) will glue just about anything- metal, rubber, wood, plastic, etc. You can buy CA glue from your local hobby store. Some brands, like Zap-A-Gap, have a filler in them that makes them thicker, so they don't run so much and will fill gaps (well suited to gluing chunky things like scenery). Be sure your surfaces are filed or sanded flat, then put a drop or two on the smaller surface and press onto the larger.
Now for a helpful trick: if you use too much, CA glue can be very messy and take a while to dry. To make it dry quickly and to help fill gaps, use a little baking soda. Fill a squeeze bottle full of Baking Soda to blow gently on the glue, "dusting" lightly with the Baking soda to cure the glue quickly and help fill gaps! This may leave a slightly grainy texture, but that just adds to the realism! This is a great way to make strong joints on pieces that don't fit together perfectly. Use an old toothbrush to brush off excess baking soda, and be sure to vacuum when you are done.
Following are some more detailed descriptions of some of the materials
you may face, and what glues to tackle them with.
ABS: A strong, hard, lightweight plastic. Some BLACK plumbing pipe and fittings are ABS (not sprinkler parts though). Great for prop building or basing up scenery. Not so great for little projects. Glue with: ABS cement (ABS to ABS). Zap-A-Gap (ABS to ?).
PVC: A strong, flexible, light plastic. Most WHITE plumbing pipe and fittings are PVC. Good for piping scenery, couplers, and man-sized pits. glue with: Zap-A-Gap (sand the parts first).
ACRYLIC: Clear, brittle, heavy plastic. Used for fish tanks, safety glass, some plastic cups. Glue with: Zap-A-gap! CA actually stands for cyano-ACRYLate, btw. You can also use acrylic solvent for gluing to itself. LEXAN is much like acrylic, but way tougher (bulletproof glass, anyone?).
NYLON: The bane of all modelers! A strong, flexible, somewhat waxy plastic. This stuff is very flexible but IMPOSSIBLE to glue to. You know those little black plastic clips on backpacks? That's Nylon. Glue with: Hot glue, Caulk, or tons of Zap-A-Gap and baking soda, after THOROUGHLY coarse sanding the surface. Good luck...
RUBBER: Surprisingly, this stuff sticks like crazy to Zap-A-Gap, since it is slightly porous. Doesn't paint up well though- consider leaving it natural colored.
ALUMINUM: Has to be sanded, like all metals, but is softer and sands quickly. Hot glue or Zap-A-Gap work best, but prepare to glue it on again a few times.
LEAD: Super easy to work with! Zap-A-Gap sticks like a charm.
WOOD, PAPER, CARDBOARD, LEATHER. White glue is king here, unless you are impatient- then you can use Zap-A-Gap, though your wood needs to be sanded for best results.
SOUND DAMPENING BOARD / ACOUSTIC TILE. This stuff is like board made from shredded paper. Very light and soft, can be cut with a steak knife or torn with pliers or bare hands. Use it to build up hills, etc. on your terrain (you can glue it down in layers). Use white glue to stick it down or make layers. IMPORTANT: once you have your basic shape, brush a hefty coat of white glue over it, especially any exposed or torn edges! This turns the material into a rock hard surface, ready to be painted or glued to.
HYBRID PLASTICS: You'll find a lot of products that mix different plastic types (ABS is actually a hybrid). Generally the harder the plastic, the easier it is to glue (except rubber of course). Some plastics even have metals or carbon fibers added, especially high temperature (car parts) or RF shielded (computer casings) materials. These are a pain to cut and to glue, so watch out! When in doubt, try sanding it with coarse sandpaper and use Zap-A-Gap.
SOLVENT CEMENT. Watery stuff from a glass bottle (usually with a brush applicator in the cap). Dries fast, can run over surfaces if you're not careful (touching wet areas will make gooey fingerprints). Hold the parts together and dab a drop or two along the edges- this will soak into the join and melt the two pieces together. Moderately cheap. Brands: ProWeld (the best!), Tenax (okay). Get it at Hobby / Model shops.
SUPERGLUE. Runny stuff from a little tube. The evil version of CA glue. it runs all over the place, takes forever to dry, bonds to your fingers instantly, and leaves a white fog wherever it dries.
ZAP-A-GAP. Thick stuff from a plastic bottle. The ULTIMATE CA glue. Works best if both surfaces are coarse sanded (especially metal and plumbing plastic). Get it at Hobby / Model shops.
CONCRETE PATCH. When you have a lot of surface area to glue to (especially if the surface is uneven, like a rock), you can use concrete patch to glue parts together!
DESPERATE MEASURES. If the plastic is real waxy, oily, flexible or glass smooth, you may be able to stick it together with hot glue or caulk.
HOT GLUE: You'll need a hot glue gun.Soft plastic sticks that get melted by an electrically heated tip can be squirted out the end of the gun(HOT! BURN! PAIN!) and "dry" almost instantly. Very gooey, messy, short working time. Don't get it on ya! Cheep once you have the gun, but you have to wait for it to heat up, so application is slow. Get it at crafts / hobby shops.CAULK: You'll need a caulking gun and a cartridge. This stuff goes on like frosting, and dries to a rubbery finish. VERY messy- keep lots of wet wipes handy for cleanup. Relatively cheap, since you'll only need a couple beads and the stuff is meant for installing entire bathrooms, etc. Get it at Hardware / DIY shops.