I would probably first create the outer wall collision surfaces then go in and add the inner walls afterwards something like this :
Make a copy of the building model and move it to a different layer. This copy will become the Collision model.
1: Select all the inner walls and the box room on the roof. Assign these their own vertex group.
2:Hide this geometry.
The building appears to have two ground levels......
3:In Edge select mode select the outer lower edges of "ground level 1" and assign these a vertex group.
4: Select the lower outer edges of "ground level 2" and assign these a different vertex group.
We will be extruding these ground level vertex groups up along the Z axis to be level with the top of the walls so need to keep a reference hight.......
5: Select one of the walls top most faces and assign it its own vertex group.

With the inner walls hidden and the 3 vertex groups selected, invert the selection then delete what is selected.
6: Select vertex group "ground level 1" and with snapping enabled extrude up to the hight of the Upper wall face.
7: Repeat for "ground level 2" vertex group.
We can now delete the vertices of the wall upper face vertex group.

8: For the outer walls inner surfaces we can use a solidify modifier.

Unhide the Inner walls and box room and manually create collision surfaces for them.