You would get rid of the SetWarnings to False and replace with the RunSQL syntax like below.
CurrentDb.Execute "Delete * From Building Where BuildingID = " & Me.txtBuildingID. So all and all something like this.
Code:
Private Sub cmdDeleteBuilding_Click()
Dim Answer As String
If IsNull(Me.txtBuildingID) Then
MsgBox ("Nothing to delete")
Exit Sub
End If
Answer = MsgBox("Delete Building?", vbQuestion + vbYesNo, "Confirm")
DoCmd.RunCommand acCmdSaveRecord
Select Case Answer
Case vbYes
CurrentDb.Execute "Delete * From Building Where BuildingID = " & Me.txtBuildingID.
DoCmd.Requery
Case VbNo
Msgbox "Whatever you would want the message to be here"
End Select
End Sub