Hi, I don't think it has any special meaning in this context. I think it is just literally grey glass i.e. glass which has been tinted a certain colour, rather than being normal clear glass. Think about the windows in a car. Often the windows are tinted to darken them and the tint can be in various colours e.g. grey, green, brown etc.

It just means that the building has been constructed with windows that are made of grey glass. You can do an image search on Google to look at the building and see. www.emporis.com/images/show/902514-Large-dentsu-headquarters-building.jpg The kind of glass used in windows is not normally grey. It is normally clear / transparent. Perhaps this particular glass only looks grey, or perhaps it is indeed tinted grey. I do not know.