The buildings available in the Building drop-down are going to be based on what you select from the "Any room with a room type of" drop down.
Your room types are managed through your Buildings:
- Navigate to Academics.
- Select Scheduling > Schedule Outline
- Click the Buildings tab.
- Expand your building.
- Here, you will see the rooms listed, with their Room Type.
- When you select the Room Type from the drop down in the edit course screen, any building with that room type will show in your Buildings list.