This page of the guide to Weird West describes how to get to difficult-to-reach places.
The towns you visit while playing Weird West contain many buildings - some can be freely explored but others are divided into locked-off floors. In most cases accessing such a building demands the use of a key, a lockpick or cunning.
Weird West lets you grab certain objects (Circle on the PS4, Shift on the PC, B on the Xbox), move them around, then place them wherever you want. You can often create makeshift staircases with barrels and/or bags, which you can use to grab onto railings or rooftops and reach higher floors.