I found how to do that 
Select all -> Unwrap (smart projections) -> on pop-up window uncheck Stretch to boun -> OK -> scale
P.S. The previous page, there are two other issues on which there is no reply, please see them.
The face color thing, could be because of your normals…just select all faces, then press CTRL+N and recalculate all the normals. I also like to remove doubles before that too.(W–>Remove doubles)
But I kinda doubt that is the problem, another thought i have is that you may have bad lighting.
And yay you figured out the texture problem!
And Remove doubles, and CTRL + N not happen nothing… Problems remain.
Is it possible for small objects to make them separately to another .blend file and then import them into the main map? How?
Definately! It is called library linking.
All you need to do is press Shift F1 in the main .blend and append the objects you want from the other .blend. You can also link them, instead of appending them, that way any changes you make to these small objects will be automatically updated in the main .blend.
Here is a vid tut:http://www.youtube.com/watch?v=69ZBlDrOlIY
Big problem 
How to make, the camera render only this he sees - if a wall - there, not behind it.
For now render everything and in some places, where gather many polygons, FPS drops to 3!?
Try this, go to your camera settings and decrease the distance (default is 100)
Clipping end should be 500 to see from one end of the building to the other. This is important. Should not less polygons … Even now too little.
Should be modeled all this in full-scale: http://englishrussia.com/index.php/2009/04/29/at-the-nuclear-power-plant/
And this site does not have all photos…
What do you think about Acer Aspire 5740 i3 + HD5650 1GB DDR3, will work well with BGE?
How to achive this effect in a Blender - small unevenness on the wall, which give this type?