There isn't much difference, the meanings overlap, and the two are often used interchangeably. Strictly speaking, "historical" just means that the building is part of history; it is old, it is authentic, it is the original building with few changes. "Historic" means that the building had something to do with an _important_ event in history.
In the town I live in, the Norwood Historical Society maintains the Day House. The Day House is historical because it's a beautiful old house that has been kept in its original condition, with real William Morris wallpaper on some of the walls. But it is not historic, because nothing much happened there except for its being the home of Fred Holland Day, who has a minor place in the history of photography as an art form.
A few miles away is the Dedham Courthouse. This building is historic because it is where the famous, unfair trial of Sacco and Vanzetti took place. I learned about this trial when I studied American History in high school. It was in a history textbook, so it was an historic event, and thus an historic building.