Learn Russian: Где большое чёрное здание?

They are describing the noun здание (building). Здание is a neuter noun, so any adjectives attached to it must also be in their neuter form, which typically ends in -ое in the dictionary (nominative) case.

How can I tell that здание is a neuter noun?

In Russian, you can usually tell a noun's gender by its last letter. Neuter nouns typically end in -о or -е. Since здание ends in -е (specifically the common neuter ending -ие), it belongs to the neuter group and requires neuter adjectives.

Where is the word for "is" in this sentence?

Russian doesn't use a word for "is" or "are" in the present tense. You literally just ask "Where big black building?" and the "is" is automatically understood by the listener.

Does the order of the adjectives matter here?

Just like in English, Russian has a natural order for adjectives when you string them together. Size usually comes before color, so большое чёрное sounds much more natural than чёрное большое, even though both are grammatically correct.