Learn Croatian: Zašto u uredu nema grijanja? - Why is there no heating in the office?

Because it comes after nema (there is no). When you use nema to say something is missing or doesn't exist, the thing that is missing must take the genitive case. The base word is the neuter noun grijanje, and its genitive form is grijanja.

Why is it uredu instead of just ured?

The word ured (office) is in the locative case because it follows the preposition u (in) to describe a location. For masculine nouns like ured, the locative case ending is -u.

Where is the word for "there" in the Croatian sentence?

Croatian doesn't use filler words like "there" or "it" for these types of sentences. The single verb nema completely covers the meaning of "there is no" or "there isn't any" all by itself.

Could I use nije instead of nema to say "is not"?

No, because you are talking about the existence or presence of something. To say "there is no [X]", you must use nema. You would use nije to describe a specific thing, for example, saying ured nije topao (the office is not warm).