AFAIK there isn't one.
There are two tutorials on building aircraft and vehicles: "From bitmap to Zoom and Boom in 60 minutes" and From bitmap to Vroom Vroom in 60 minutes", both by Viso. There are a myriad of other tutorials on how to shape special stuff in Gmax (cutting out windows, joining wings with fuselages, animation, the use of Booleans, modifiers etc.) but buildings are much simpler, however. They do not require animations, difficult naming conventions etc.
1. It's best to download the CFS3 modelling SDK for the names of the three basic states the sim can render a building (normal, damaged and destroyed) and other interesting information.
2. Then start by reducing the building of choice to its most simple elements: blocks, triangles etc. and work your way up from there. Gmax has those basic shapes in it's palette, you just have to create and place them. Eg. the most simplest of houses would be a block with a triangle on top.
3. There are various ways of doing things: It's possible to place those basic building blocks near or on top of each other but more advanced modellers try to shape it from a single shape by using modifiers. Think of it as playing with clay: It can be perfectly OK to stick various pieces of clay together with a little water and some rubbing but the better artist shapes his model out of a single piece of clay. A combination of both methods is used most of the time, I think.
4. Don't go crazy on the details with your first models. Many small details can better be painted on the texture instead of being modelled. The difference is sometimes hard to see in game but it may be easier on the FPS.
If you can, try to find a copy of Kelly L. Murdock's "Gmax Bible". It might even be downloadable as a pdf. And don't forget the Gmax help function!
As they say, Gmax has a steep learning curve. I did many buildings for the ACC without knowing much about the program. Now that I am trying to make the transition to vehicles and even aircraft, I see that there is much more to be learned. Don't give up too soon!!
Have fun!!
I also found this freeware gmax tut on the FSdeveloper's site (it mentions a house tutorial!):
http://www.fsdeveloper.com/wiki/index.php?title=Introduction_to_modeling_with_GMax
