Can my flights from my subsidiary transfer to my Holding's flights.

E.g Flight from Santiago de Compostella (SCQ) to Genoa, using my Subsidiary. My holding has about a dozen or more domestic flights from Genoa, could the passengers from my Subsidiary (arriving from SCQ) connect to a flight in Genoa using my holding airline.

You need an IL between your holding and your subsidiary.

Right, thanks for the help.

How do you buy buildings?

You can only build one. there is no way to sale or transfer buildings

How do you build one?

Station -> Facilities -> Build terminal

This is not worth until you have maybe couple of hundreds million in cash. Anything less, and your return on investment strategy is better served by getting more planes.

Also please note that you must have sufficient terminal capacity for all your assigned flights to that terminal, else your flights may get cancelled in the future.

Terminal buildings only improve business class and first class ratings (and economy on long haul) but else they mainly serve as a reduction process for handling fees. But the return on investment is over two years (about 110 weeks), whereby a return on investment on a new plane deposit (if we assume it as an investment) may be 3-12 weeks (depending on your strategy and pricing, example for a 73G)