Learn Italian: Buonasera, signore.

It depends a bit on the region, but Italians generally switch to buonasera (good evening) around 5:00 PM or 6:00 PM. Before that time, you would stick to buongiorno (good morning/day) or use buon pomeriggio (good afternoon).

Can I write it as two words, buona sera?

Yes, both buonasera and buona sera are perfectly correct! Writing it as a single word is very common, but you will see both forms used by native speakers.

Why is it signore here, when I sometimes see signor?

You use the full word signore when you are talking to a man directly without saying his name, just like "sir" in English. However, if you add his last name, you drop the final e. For example, you would say Buonasera, signor Rossi.