When you say "federal building", what are you referring to?
Federal buildings like courthouses, etc... are off limits, however, if where they're at is considered a park or wildlife refuge, then it's possible that they haven't broken any laws as of yet (at least as far as carrying firearms is concerned)
From the FAQ section of the official National Parks Service website (nps.gov)
Q. Why do people have firearms in national parks – they never did before?
A. In most national parks, only authorized law enforcement officials have been allowed to carry firearms, but a 2009 federal law made national parks – and national wildlife refuges – generally subject to applicable federal, state, and local firearms laws.
Unless, they've entered a structure that has the appropriate signage forbidding them...then that's another story.
Q. Can I take a firearm anywhere I go in the park?
A. No. Federal law prohibits firearms in “federal facilities,” which are generally defined as federally-owned or -leased buildings where federal employees work on a regular basis. Buildings that meet this definition will have signs posted at public entrances noting the prohibition on firearms.
I was trying to see if I could find any pictures of the building to see if there was signage posted, but nothing that zooms in enough to the door showed up in the search results.