Manny
You could glue, with a drop of Elmer white wood glue, four small 1/2 inch square blocks of wood to the foam, one in each inside corner of each building to hold them in place and be removable.
Or you could use small pieces of double sided tape from Walmart's.
I am with others in not gluing them down as you may want to remove them to change lights or change location in the future.
Charlie