Just be sure the "wall wart" is DC & not AC. Also it will put out more voltage than printed on it with a small load.
I would use LEDs to light the structure, because they use very little power. An LED requires a current-limiting resistor, typically 1K, in series between the LED and the power source.
But, well, I would avoid batteries for a couple of reasons. The first is that you need to change them, which is a nuisance. If your plan is to avoid under-layout wiring, then you're going to need a battery for each structure, and you will have to provide a way to turn each of them off individually.
I've got animated Miller Engineering signs. I have a 12-volt power supply and a lighting bus beneath the layout which drives those (through a resistor to drop the voltage) and all my 16-volt bulbs. I like 16-volt incandescents for the warm Transition Era glow, and running them at 12 volts gives me a softer light and longer bulb life. Look around for a wall-wart, perhaps an old plug-in supply for a cell phone charger or other electronic gadget. This will give you enough power for lighting a small display.
It takes an iron man to play with a toy iron horse.
I think this topic was covered some where but my question is,; has anyone tried lighting n scale buildings with a battery like a 9v hidden in building or some where on layout.I was wondering about this type of power above the layout so it would relieave running wire's under layout, I do have a few animated signs on buildings and left battery pack in struture so why not light it to, anyone tried this method don't know what type of bulbs to use [if it can be done] any ideas would help i am talking about a portable module layout