I'm not familiar with this particular piece, but my experience in the O-scale world is that it is not uncommon for buildings and structures (and lots of other stuff) not to fit together exactly perfectly and require some "massaging" to get them to fit properly.
It's not clear to me which parts you're referencing as not fitting together correctly but, if it's the cross pieces at the bottom, you can use a Dremel with a cut-off wheel, an Exacto knife, a file or a fine tooth hobby saw to cut off the tabs as needed to fit together properly. Personally, I like using a quick-set CA glue or regular CA glue with a spray accelerant, like Zip-Kicker, to glue the parts together quickly.
