I made those buildings in SketchUp and then imported them to Vue. Vue is definitely not a modeler. It has some primitives, it can make boolean operations with objects, it can make metaballs with primitives. There's also some terrain modeling, to build mountains, valleys, rivers, and so on. And with some imagination, you can build some nice architecture with really basic stuff. These two buildings were made with one simple torus replicated a few dozen times, with its replicas being rotated, twisted and resized with the replicator tool inside Vue: [link] [link]
The strength of Vue is in the natural environments.
But anyway it's possible to build some interesting structures in Vue. What I've been doing in my latest images is to build a prototype with primitives, booleans and metaballs in Vue, export all that to an external modeler, fine tune it and then import it back to Vue, to the exact same place. It works like a charm.
It's very hard nowadays to have all your work done in one or two applications. I think that's not your best bet. I think it's preferable to choose a few applications that fit your requirements and create your own workflow. I use Vue and Poser, plus GeoControl2 for mountains, SketchUp for architectural stuff, Zbrush for organic stuff, MarvelousDesigner2 for cloth simulations, Xfrog for "hero trees" and a few other small things (like IvyGenerator for ivy, for example). If I did texture work, I'd need one or two more.