Yes, they would have been. With pretty much no exceptions (nothing comes readily to mind) all monumental structures in the Greek and later the Roman world would've been painted. The reconstruction of the pigment can be done to varying degrees of accuracy (usually actual buildings and other structures are pretty much impossible to do well, although statues have varying degrees of success), particularly with modern technology. But yes, those structures would've been painted. There are passages from our source material that indicate that the Greeks saw unpainted marble as being unfinished and lifeless--and Aristotle says that art, as an imitation of life (or perfect life) must contain the qualities of life and must not be cold and lifeless. The pigment of statues and monumental works was often considered just as important as the statue itself--just look at the example of Praxiletes' Aphrodite of Cnidus, whose pigmentation is lovingly described by our sources.

Now here's the thing. We know a great deal about the methods used to paint statues and so forth. We know less about how larger structures would've been painted. For statues the method employed was generally encaustic, using pigmented wax to burn the pigment into the stone. Often two or three coats of paint would be added, along with little details. At least in the case of Praxiletes (and it seems to have been a fairly widespread practice) a coat of beeswax would be burned on to seal everything down, and was then polished. But larger monumental structures, which would've been exposed to more and would've necessitated a larger amount of pigment? We're not sure. It seems from analysis that smaller sections of many structures (e.g. friezes, decorations, statuary attached to rooftops like we see on the Parthenon) were painted like the sculptures, but we're not totally sure how the actual building was painted. Not surprisingly--considering that even among smaller sculptures most of the remaining pigment can be found on pieces that were buried at some point--not much pigment has remained on monumental structures. It seems that the pigment was pretty similar and undoubtedly the techniques were similar, but we're not totally sure. Most of the serious attempts to recover monumental pigment are from the Parthenon and I'm unaware of ever having seen any pictures of the kind that we find with the Parthenon. However, we do know a little. The Erechtheion, for example, seems to have been covered in gold and glass beads, and was particularly ornate. Traces of pigment still exist on the Caryatids, which were pretty lavishly decorated with several coats of paint, gilt and bronze inlays, and colored glass beads for the eyes. Plutarch stresses that the building was very lavish, and that bits that would normally be more or less monochrome or unadorned (such as the backgrounds of the friezes, which were usually monochrome with vividly colored figures) were highly adorned. I haven't heard much good information about the other buildings, unfortunately. One thing to know about Greek temple adornment is that, since these structures were originally made of wood, the painting often reflected and reinforced the illusion of painted wood. So, doorposts and windows would be painted to look like their actual counterparts in houses, and the columns (which already were there to make believe that the structure was wood, since stone columns don't work so well) would be painted to resemble those of old wooden temples (lots of bright red colors). As I'm sure you've noticed from reconstructions of the Parthenon (be aware that all are pretty speculative, even those using modern tools to identify the pigments) the friezes and statues would've been highly detailed on all temple structures.