Hi I was wondering what is the proper way to make buildings that you can walk in. I am thinking just make it in 3ds max but i’m not sure. Is there a tool for making hall ways, stairs etc? Thanks 
You’re completely right, make it on a 3D software (max, maya, c4d, blender, etc…you get the idea) and then import into unity.
Then you pretty much just have to make sure to tell unity to generate colliders for that model or else you’ll walk through it.
Overall making buildings is pretty much the same thing as making anything else.
Hmm, imo i think there should be a brush system like the quake engine or the Source engine. Just a thought.
Although Unity does have a few features that are more relevant to some game genres than others (e.g. the terrain system), it’s essentially a general-purpose game engine. Brush-based editing systems, on the other hand, are pretty specifically suited to certain types of games and game environments (IMO); for example, a brush-based system probably wouldn’t be terribly relevant for a side-scrolling platform game, a puzzle game, a top-down arcade game, or an RTS.
Also, such systems are non-trivial to implement and maintain (IMX); adding such a system to Unity would be a major commitment, and would add considerable complexity both to the API and the code base (I suspect).
In short, I don’t think a brush-based editing system would be a particularly suitable addition to the Unity engine.
(All IMO, of course.)
I tried out UDK first and I was kinda disappointed that Unity didn’t have a brush system.