Chances are that you will want the building parts to be static, else you wont be able to walk thru it. (collision) This would make the doors static and not scriptable to open or close.
It is a situation that has no easy route excepts to place the scriptable doors and windows afterwards.
If the model is only to be viewed from outside the building then include windows and door in the export.
As of right now the fpe file can only call one xfile for the model.
Intel(R) Core(TM)2 Quad CPU Q6600 @ 2.40GHz, 2400 Mhz, 4 Core(s), 4 Logical Processor(s), 4gb RAM, Nvidia gtx660, Windows 7 Pro 64bit
