The building is your PokéLab. There are several of them around the world, and each player starts at the PokéLab closest to their actual position (determined by the location data provided by the access point, which is either a physical network for WiFi connections, or the mobile cell for mobile Internet connections).
It's a reference to the actual Pokémon games, where your adventure usually starts in the Professor's Lab, where you are given your starter Pokémon. Since in this incarnation, you don't need your own Pokémon to go into tall grass and catch more Pokémon, the whole starting stuff is left out, but the Lab is still left there for reference.
As far as I can tell and was able to find out with a rough search, the Lab is not accessible and doesn't really serve any purpose except being a point of reference in case you get lost. And they are a location where you can actually find Pokémon.