What is he doing?
You can say: "What is he up to?" or "What is he engaged in?"

Where is the teaching building?
You can say: "Where is the lecture hall located?" or "Where can I find the academic building?"

Note: "Lecture hall" and "Academic building" are commonly used terms for a teaching building. The term "teaching building" is not a standard phrase in Engpsh, but can be understood in context.

Example sentence in Engpsh with Chinese translation:

"The lecture hall is located on the main campus."
"教学楼位于校园主要地点。"
"I have a class in the academic building in the morning."
"我早上在学术楼上课。"