The basic approach to painting terrain is to get a base coat of the appropriate colour and then use drybrushing and washes to bring out the detail and give a more realistic effect.
For 40K buildings that require a darkish look I usually start by spraying the whole thing black and then building up the colours to grey or brown with successively lighter shades. I recommend black as a starting base for all but the lightest, most brightly coloured buildings because most buildings are very angular and black accentuates this to give the effect of deep shadow.
Drybrushing is an easy and very effective paint technique in which the paint on the brush is wiped off on paper or similar until the brush is almost dry, and then this is brushed lightly over the surface of the model so that the paint only catches on the highpoints.
Thanks in advance....