ineseri is correct. I use 3DS MAX, GIMS, and OpenIV. Alternatively you could use SparksIV instead of OpenIV, although I cannot vouch for it.
GIMS is a plugin for 3DS MAX so you cannot use GIMS without it.
For the road, I believe you would need Cityscape 1.8 in order to accomplish that.
For the building:
Install GIMS. After that, look in the folder "C:Userswindows usernameAppDataRoamingGIMS_IVmodules
Youre looking for "map_1.jpg, map_2.jpg, etc"
My personal preference is to copy these images out of that folder, to someplace more accessible
Use these images to locate what ZONE of the map your building is located. (manhat03, nj04w, etc)
Install & Run OpenIV.
In the left pane navigate to data -> maps -> and your building will be in either east (bronx and queens), jersey, or manhat
Find the .img that corresponds with the ZONE that your building sits in and double click on that .img file
Here is where it gets kind of tricky. First, click the word "Type" at the top of the columns to sort by file type. WDR's are models and WTD's are textures.
You are going to have to go through this list of WDR's and find your building. The items in these lists could be buildings, pieces of buildings, or they could be certain objects like rooftop AC units.
Pay close attention to the name of the file. Once you have opened a few of them you will start to figure out what the names mean. "Glue" means its a piece of something like maybe the base of a strut (ap_strut_glue_03.wdr) that goes to a building. "det" means detail and will be something like a row of windows that gets attached to your building base model (hk_block02det_mh3.wdr).
Not all of these files will follow the same naming conventions. I'm sure that these models were made by lots of people who all named most of them along the same lines but not exact. In a lot of cases you really just need to open the file to see what it is. ch_ammunation_mh01.wdr is two buildings together. One has a deli canopy and the other is an abandoned looking apartment building. I see nothing that looks like a gun shop in this file!!
Once you find the building youre looking for right click on the file name and click export to openFormats. Stop right there! Open the folder you exported it to and see what textures were included. Most likely some of the texture files did not come with it.
Go back into OpenIV and double click on your building again. In the bottom right corner look for WTD files.
Click once on the WTD file name and the window will close but it will navigate to that WTD file in the main window.
Double click on the WTD file from the list.
In the texture viewer you will see all of the textures inside that WTD file. Sometimes the only textures that are in there are the ones for your building or object.. sometimes there are a lot of textures for multiple objects and you will need to find the one you are looking for.
Once you have exported the model(s) you want and the texture(s) that go with those models, run 3DS MAX with GIMS already installed.
Then, follow this tutorial:
So, yea its a little complicated.