If by referring to "joined words" you are questioning using hyphens between them, I can answer that this is absolutely within the standard rules of naming foreign geographical objects which consist of multiple words. For instance, "New York"->"Нью-Йорк".
On the other hand, after you brought to my attention the question of which letter case (upper or lower) should be used at the beginning of the second word, i looked in several rule books and did not find a definitive answer there. There are different rules for different cases and I'm not sure which is ours. So while I can't be 100% sure about the rules, I can still refer to examples in modern translated literature. For example, Woolworth Building is mentioned in the script for the film "Fantastic Beasts and Where to Find Them", in the translation of which this exact writing (Вулворт-билдинг) is used.

There is a well-established model of naming of such buildings. Other well-known examples are "Эмпайр-стейт-билдинг" and "Крайслер-билдинг".