First damage your building so it can be repaired by an engeneer. Place a spy and an engeneer so that the engeneer is closer to the building yo want to infiltrate than the spy. Select both spy and engeneer and point them to the building. it wil apear the sign of the key. Click and you will get both men inside. That's how you can infiltrate spies into yr buildings
i thought that only work if it was through a waypoint