First, how do I rotate (in plan) all stories of my project at the same time? Im guessing there must be a command to select all stories, I just dont know what it is.
This one is pretty easy, just not obvious at first glance. First use the layers window, to unlock and show all the layers you want to change (Options/Layers/Layer Settings). You probably want to show and unlock all.
Then in plan view use the Marquee tool (2) and in the Info box select the first icon and make sure it is set to the bold marquee (this selects across stories). Surround your entire project with the marquee and then use the rotate command (Edit/Rotate).
Secondly, how can I bring a building from one file and place it in another? Again, I think I somehow need to select all levels and paste it in the new project, I just dont know how.
There are several methods for this, depending on what results you want. Two involve using Modules. You can either hot link in each story of the other project file, or you can create a single module of the entire building in the 3D window and link that in. The first method allows you to see the floor plans of each story together, but requires placing each one. The second places the entire building on one story (good for site plan modeling). Do a search on modules or hot linking for more detailed results, or look in the help.
Hope that points you in the right direction.