Is is legal for the same person to own a building, be the landlord and own the company that occupies the building

There is nothing inherently illegal or improper about this structure, and it is not uncommon.  Obviously the structure can be abused to commit all sorts of shenanigans like tax fraud or fraud on creditors (for example, if the owner company paid a higher than market fee to the management company in order to shift assets out of the reach of creditors of the owner company, that would be fraud), but as long as your boss is careful to run all three entities on the up and up, there should be no problem.