Does low pressure cause buildings to expload when a tornado passes overhead?

No, that is a complete myth. It is the wind and debris in a tornado that destroys buildings.

First the pressure drop is not enough to cause significant damage to a building. The largest reliably recorded pressure drop in a tornado was 100 millibars, but a pressure difference of about 350 millibars is needed to destroy most buildings.

Second, buildings are not airtight so pressure will equalize quickly.

Third, even if the two statements above were not true the winds and debris in moderate to strong tornado would create enough holes to equalize pressure, if not destroy the building before the center of the tornado (where the lowest pressure is) reaches it. A tornado with a 100 millibar pressure drop would produce winds strong enough to completely level most structures.