| | Re: Definite article "the" with places/buildings
As I said above - either. If it's seen as a compound noun made up of noun+noun, then usually no article - Lancaster University, Oxford Street, Przedbórz Folk Museum
But if it's seen as an adjective premodifying a noun, an article may be used : The London Eye, The Suez Canal, the Przedbórz Folk Museum.
The same with statues. It's not the building/object that makes the difference but the use of the proper noun in front of it.