This process was repeated on the 4 sides of the building (or at least on the sides that would be seen). After that, It was converted it into an Editable Poly and all vertexes were broken. This will assure every rectangle of the shape to one individual element each (and then to be mappable individually) I apply then a MaterialByElement modifier and a Multi/Sub-Object material to the object with at least 2 materials : one fully transparent, or with the color of the wall and the other one as a VRayLightMtl. You can add different VRayLightMtl in position 3, 4 etc. if you want to simulate different color temperature. The result should look like this :
