They look really nice, I am excited for the update. I probably missed something, but are the buildings enterable?
It's mostly intended for static things that are used as decorations. You could make some very simple things that you can walk into (like the arch and castle wall bricks) but anything particularly complicated would not be possible due to limits on collision mesh complexity. It's physically possible to model extremely complex things, but there is a limit to how complex things can be before you can't build or walk around them. However, all you really need to do is make the interior a simple box and let people fill in the rest with bricks.
On the other hand, if you want to build something that people can really interact with and walk around, regular bricks are probably better. The goal of set pieces is to replace maps, not replace building stuff out of blocks. The two will work nicely together as well -- you can build a skyscraper out of set pieces, then put guard rails, antennas, a landing pad, and vents on the roof with regular blocks. You won't have any of the problems of regular interiors, like stuff not aligning to the grid and pieces getting stuck.