Well menus are created with dialog buttons and with custom user interface you can move the dialog buttons on the screen. To create and use custom interface you need to know other code language than GUI.
The unit enters a building is probably created trough a region trigger. Then the unit is moved to the building and the camera is bound inside the building. This is doable with just GUI.
Only that creating a building indoor needs plenty of custom models, there isn't much to go with the standard doodads. Many people use their own custom models that are not shared here or in any other site.
The high walls are also custom models, for someone who knows very litte about modeling, I would guess it uses same sort of thing like the original bridges in the editor.
The third person is also made with camera triggers, totally doable with the normal world editor.
You just have to remember the people who pulls and creates things like this have usually advanced knowledge of many if not all aspects of the editor and the warcraft 3 code.
For actual programmers it's becoming even more versatile with LUA introtruced.
You should start with one thing, learn how to do it and then proceed to the next thing.
You can search the tutorial forums for the things you want to learn first and then search the world editor help zone forums to see if someone else has asked the same question earlier.
Good luck!
