There are many rules about article use in the English language as a whole, when it comes to naming locations, we simply follow certain conventions. The examples you give follow these conventions: Buildings and other constructions usually take the definite article, as in your examples, and as in The Eiffel Tower, The World Trade Centre, The Panama Canal, The Kremlin. Exceptions tend to be castles, palaces and suchlike eg Buckingham Palace, Edinburgh Castle. Roads, streets, squares etc don't usually take articles.