Are there any lights on to indicate that the mayor is indeed working late or to pinpoint which room is his office, and is there an outside line to the power of the building that they can access? Any generators/etc. Or would that be something they'd have to get to inside?

They'll look for other doors, or maybe accessible windows that just happen to be open, plus signs of an alarm system. Failing any convenient entrances, are the available locks pickable?