Buildings in StarCraft serve several purposes. Most of them are used to produce units, others to research upgrades, or to provide static defences. Most importantly, they allow you to climb up the technology tree, allowing the construction of more buildings and units.
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The command center is the Terran's primary building. It produces the worker SCVs, and is where gathered resources are dropped off. It can sport one of two fancy extensions at a time: the Comsat Station and the Nuclear Silo. Also, the CC (Command Center) can lift off and move to a new location. This is useful in that you can build an CC for a nearby expansion somewhere safe in your main base, and then fly it to its new location (however you'll leave any extensions you've built behind). A CC costs 400 minerals.
The Comsat Station is an addon for the CC. it costs 50 minerals and 50 gas to construct. It can only be constructed once the Academy has been built. When it has enough energy, you can use the Comsat Station's Scanner Sweep ability to reveal any portion of the map and all units (including cloaked and burrowed ones) for a short time (~15 seconds). This is the perfect recon tool, since it's the only detector that cannot be detected itself. Comsats can be "hotkeyed" so a cloaked unit can be revealed in the heat of battle and killed before causing too much trouble.
The Nuclear Silo is the other upgrade for the CC. You can only have one upgrade at a time, but it is possible to swap by lifting off and landing back and forth between them. A Nuclear Silo costs 100 minerals and 100 vespene, but to build a Nuke it will cost an additional 200 of each. To actually make use of the nuke you'll need a Ghost to target the Nuke's landing spot. Nukes are of only limited use: if the Ghost targeting the Nuke dies before it has found its target, there is no effect and you don't get your Nuke back.
Supply Depots generate the necessary supplies to feed and maintain your troops. Don't worry though, you don't have to set supply lines or anything like that; you only need to have enough Depots to support your troops (otherwise you can't build new units). A decrease in Supply will not cause a decrease in your troops' abilities or numbers, but must be rectified before new units can be ordered. A supply depot generates 8 "supply".
The Refinery can only be built on a Vespene Geyser. It costs 100 minerals, but it's a nearly a necessity for building anything beyond than Marines and SCVs. All air units require Vespene. Once built, SCVs can enter the Refinery and bring back the valuable Gas. However, only one SCV can enter a Geyser at a time, effectively limiting the speed at which Gas is accumulated (depending on how far the Geyser is from a Command Center, once a certain point is past, the same amount of Gas will come in no matter how many SCVs you put on it because the SCVs will just be lined up outside the Refinery waiting to go in).
The Barracks is the first structure you can build that produces offensive units. It costs 150 minerals to build, and can produce Marines, Firebats and Ghosts. If you're playing the expansion pack Brood War it can also produce Medics. Barracks can lift off and move across the map.
The bunker is a defensive structure that can hold up to four infantry and/or SCV units. Units in the bunker cannot be damaged until the bunker is destroyed, but they can still fire at enemies.
The Academy is a research structure: it offers StimPacks and Marine range upgrades. In Brood War it also offers a variety of upgrades for the Medic. The Academy is a prerequisite for training Medics and Firebats. It costs 150 minerals.
The Engineering Bay is a research structure that provides weapon and armour upgrades for infantry units. It costs 125 minerals, and can lift off. It is also a requirement before you can build Missile Turrets.
The Missile Turret is a ground-to-air defensive structure. They discourage opponents from dropping their units off in your base, because it's much easier to kill an Overlord and the Ultralisks inside it than to kill the Ultralisks after they've been dropped. A long line of Turrets occupying a strategic bluff or pass (hopefully backed up with ground support units) can have a psychological effect on a human opponent. Turrets cost 75 minerals apiece, and are worth having sprinkled around your base because they are "detectors", which reveal other players' Cloaked units. In addition to building Turrets to detect cloaked attacks before they reach a base, it is usually worthwhile to construct Turrets inside the base to prevent cloaked units from hiding inside. It is important to note, however, that Turrets are vulnerable to ground attacks, since they can only attack air units.
One of the Terrans' most important structures, the Factory produces the Siege Tank, as well as Vultures and Goliaths. The Factory costs 200 minerals and 100 Vespene, and the Machine Shop can be added on. The Factory can lift off, but it will leave the Machine Shop behind; it can also connect to idle Machine Shops.
The Machine Shop add-on provides upgrades to units produced in the Factory. It is required to build Siege Tanks. It can research the Siege Mode upgrade, as well as Spider Mines and a speed upgrade for Vultures, and in Brood War an upgrade that extends the range of the Goliath's anti-air missiles.
The Armory provides weapon and armor upgrades for vehicles produced from the Factory and Starport--up to three levels for each. It also allows for the production of Goliaths from the Factory and, in Brood War, Valkyries from the Starport.
The Starport produces air units: Wraiths, Dropships, Battlecruisers, Science Vessels, and Valkyries in Brood War. It can lift off but in doing so loses any Control Tower expansions it has built.
The Control Tower is required to build most of the Starport's units (only the Wraith and in Brood War the Valkyrie can be built without it). It can research Wraith Cloaking and an energy upgrade which allows Wraiths to remain Cloaked for a longer time.
The Science Facility is the most advanced research structure the Terrans can build. The Science Facility researches a number of abilities for the Science Vessel, and also allows more advanced weapon and armor upgrades for both infantry (at the Engineering Bay) and mechanical units (at the Armory). It can lift off, but by doing so it will leave behind any addon it has connected to it.
The Physics Lab is an addon for the Science Facility. It is required to build the Battlecruiser, and to research upgrades for the Battlecruiser. These upgrades are the Yamato Cannon, a very powerful weapon which can kill many units in a single shot, and the Colossus Reactor, which allows a Battlecruiser to fire the Yamato Cannon more frequently.
The Covert Ops station allows you to build Ghosts and Nuclear Silos. It also provides a number of research options for the Ghost. Cloaking allows a Ghost to become invisible for a short time is a good idea when approaching an opponent's base to use Nuclear Missiles. Lockdown is an ability which disables mechanical units, preventing them from attacking or even moving; it is useful to neutralize and destroy approaching air fleets. Also available are Ocular Implants, which increase the Ghost's sight range to maximize scouting/Nuke targeting abilities, and the Mobius Reactor, which allows the Ghost an extra 50 energy capacity so it can remain Cloaked longer.