Okay, first off, please make sure you understand the concepts and processes presented in the first Outdoor Tutorial. It is important that you not only know how to do the building, but also understand it. We'll go over it one more time just in case.
You cannot create a sector inside a sector. You can however, create a sector that appears to be inside a sector. You also can have a sector surrounded by many other sectors. Remember, the building that we deleted, there is nothing there. If you cleave out of the surface, and extrude, the extrusion will go into the building, but will actually be going outside the sector.
I hope that all made sense, so let's move on to the tutorial. I suggest that you switch your grid and snap to to 0.1. We need to work a little more detailed here than in previous tutorials.
First of all, we're starting here where we left off in the last Outdoor Tutorial, so you should have a structure that looks like this: