Of the two buildings on Highrise, one seems much more legit than the other, but both are definitely made to be climbed. On the one that requires you to leap to the nearly veritcal broken platform, you just have to jump and aim for the railing. As soon as you are in the air, DON'T PUSH A DIRECTION. You push a direction as if to move on it, and you'll just push past it, and fall.
Anyway, both climbs are extremely risky, and IMO, not worth that risk. It takes quite a bit of climbing to get up them, and you're completely exposed while you do. You get great sniping spots in return, but as soon as you kill anyone, a good player will hunt you down, and fast. And there really isn't all that much cover on either of them.