Is it still a horizon if it is where the buildings meet the sky?

Andrei, welcome to EL&U.

'Horizon' is a noun: the line at which the earth's surface and the sky appear to meet.
"the sun rose above the horizon"

Where buildings meet the sky (unless they are far enough away to be indistinguishable from the horizon) it is called the 'Skyline'.

'Skyline' is a noun: an outline of land and buildings defined against the sky.
"The skyline of the city"