One of the issues you're dealing with here is the limited dynamic range that occurs in both film and in digital shooting. This means that in some instances, the contrast in the scene is too high, and you risk losing detail in shadows (darker areas/ shade etc) or in the highlights (brighter regions) depending on where you meter from.
This is not the fault of you or your equipment. Metering or exposing for the subject, which is the building in this case, is perhaps the best way to go. This will inadvertently blow out the sky. To handle this issue, try one of these options:
1. Take photos of the building in better lighting. Get hold of a compass, or otherwise observe where the sun sets and rises, and determine when you'll get very nice lighting on the building. When you get a photo of a structure that's bathed in golden glow, the very sight of it will probably overwhelm an otherwise dull sky. If you can get your building well lit against a stormy sky, this will also work very well.
It's unfortunate that you don't take a tripod with you, but you can still use other objects such as railings, lamp posts and dustbins as support. Together with a bean bag or a rolled up piece of clothing, you can attempt a long exposure of the building either soon after the sun has set, or soon before it rises. The idea here is to photograph the structure lit by manmade lights against a blue/ purple sky. Consider getting a small tripod, because even the smallest ones can be useful.
2. Merge two photographs together. Again, this may require a stable support because precise framing is necessary. In one photo, expose for the building, and in the other, expose for the sky. Merge both photos together in Photoshop or other image editing software. Alternatively, use another plain sky photograph as a backdrop. But this must be tastefully done. I've never managed this without creating unnatural looking effects.
3. Try a shot of the building from a different angle. Aim to eliminate as much of the sky from the frame as possible if you're dealing with a dull sky. Fill the frame with the building itself, or go low, including elements in the foreground to lead the eye to the building.
The S45 is a very good camera and I would have bought this three years ago if my budget allowed me too. Unfortunately it was beyond me and I went for the A40, which was great too. Basically, the S45, like most other compact cameras with a manual mode, can handle night scene modes very well if you're going for long exposure at a low ISO. However, if you bump the ISO above even 100, then the images will be plagued with noise.
Shooting handheld is very fun, however shooting from a tripod gives you the advantage of being able to use very long exposures which will render a certain charm to your images. I've done both, and believe that they both have a place in low-light photography. Consider getting a cheap tripod or beanbag for your low-light shots, and use your camera's self-timer mode to trigger the shutter release button.