The buildings are unlocked in a chain after finishing the story mode.

Effect - Code

All Mixed Up Building (random microgames) - Finish the last stage (Tiny Wario)
Sudden Death Building (one life) - Get 20 or more points on the Super Hard Building
Super Hard Building (very fast) - Get 30 or more points on the Mixed Up Building
Thrilling (no Form cards) - Get 10 or more points on the Sudden Death Building