I made a building mesh with blender and I exported it as a nif.

What do i have to do to be able to use the mesh into the construction set?

You need to move the nif and textures to the appropriate area example would be oblivion\data\meshes\architecture\(a sub folder name)
now for the texture put it same route only under textures
that will make it viewable from CS.

I found the map you mentioned but it is compressed as a bsa. How can I get my mesh into it?

You don't need to put the mesh and texture(s) into a BSA for the CS to read them. Just make some new folders in the Oblivion Data folder and point the CS to that.

Can you give some more explanation, I made a new folder, WorldObjects with subfolder Static in the data folder.

But if I go in the CS and search under WorldObjects->Static then i can't find my mesh.

Also do all your checks or it's gonna look wierd.

Is your texture saved in dds format dxt 3 mipmaps enbabled?

Do you have a normal map of the same name with _n after saved dds dxt 5 mipmaps enabled?

Does the normal map have a darkened alpha channal to stop it being all glowy?

Are all the path ways set up correctly in the .nif? (nifskop dance)

Is everything in the right folders (do you even know what they are?)

Make sure all of the above are correct or you'll get a whole bunch oh problems. And I'm sure there's more stuff I haven't mentioned. Getting that first thing working is usually the hardest and most frustrating but stick at it and you'll be greatly rewarded. Then just remember and repeat all your steps.

The "external" folder structure has to match the one in the BSA of course.
The folder structure Zornac used as an example was not "optional".
Architectures might need to remain somewhere inside the "/meshes/architecture" folder structure or the game might not be able to use them.
A "data/worldobjects/static" folder is unknown to the game and the cs. Meshes have to remain in "meshes", textures in "textures" and so on.
Usage of your own subfolders inside these for your own assets is recommended for compatibility's and cleanlyness' sake.

What was missing in the aforementioned instructions was, when you alter the location your textures are found in, you also have to alter the texture paths in NifSkope or your mesh won't find them anymore.
Also positioning the files porperly is only half of it. You have to create the building or "architecture" records in the plugin as well next. Look at existing architectures to see how it's done. Clone a few and alter their model paths to your NIF files. Then put them into the world somewhere and see how it all works.

In your Oblivion Data folder, create a folder called Meshes. In the Meshes folder, create a folder named Architecture. In the Architecture folder, create a folder you personally name (preferably one that will give you a clue as to the contents). Now open the CS and scroll down to Statics and then expand Architecture. In the right hand column (the one that lists the available models), right click and select New. Type in an EditorID for your mesh (i.e. MyBuilding). Now click on the button that says Add NIF File. Click through the folders until you come to your mesh and double click on it. Click Okay and your mesh is now in the CS.

Thank you for your clear explanation, this helped me a lot.

Now i have another problem, I can walk through my new building, wath did I do wrong?

you haven't set up collision for the object i'm guessing. I'm not to sure how it works for buildings though sorry.