How about an old guy who can get the power running instead of a guru kid?
I suggest a save before starting this, because you may not be happy with your first attempt or results.
Okay, so first build your generator where you want it.
Second, look in "power" and you'll see a gray conduit box, click on that.
in there you will see several useful items like a power pilon and gray conduit boxes. The pilon is good if you want to connect more than one item to the generator. If you use it, run your wire from the generator to the plon, then run wires from the pilon to your devices. (pay attention to the numbers on your devices and the numbers on the generator because generally you can run three lights, or one spotlight and a light bulb from a small generator etc.)
So, to go through a wall, grab one of the conduits. One is good for going up through a roof, others go down, and one goes through a vertical wall. Find a wall that seems thinner (they won't work on all walls for some reason) and place your conduit. Run a wire from the generator to the pilon if you're using one, or directly to the conduit if it's close enough. Theoretically this should provide power to the entire building, but sometimes you have to run a wire from the conduit to a device.
For instance, a three level building with a light bulb on each level. You can run a wire from the conduit to whichever light is closest to it, and all three lights will work when the generator is running.
Remember though that the line from the generator to the pilon needs to be very short.