I heard he can enter buildings, if that is true, can he enter my house?
This is one of the problems with the MT, why people hate him so much. He sneaks into town, and follows people into their homes and kills them quietly. In a single night he can kill an entire town if nobody catches him. You can walk out of your house after making potions all night or getting cozy with your spouse to find the marketplace empty because everyone was assassinated.
I don't know if he will enter your house, since he usually follows people into their homes. If you are married though and your spouse enters your home for the night, he could follow him/her in and kill them.
And to SerenaLover, there is no fun in an entire town of non-respawning, unessential merchants/quest-givers/potential followers-spouses/radiant targets getting killed because you couldn't be bothered to check every single building in the town to make sure he wasn't hiding (and even if you do that he could spawn at any time which means you have to be constantly checking every time you change cells). I'm cool with people dying from a dragon or vampire attack, that is a fight, there is warning and a way to stop it. This is assassination that can only be prevented by the search I said above, or being in the right place at the right time.
We all love a good challenge. I want to be concerned about a vampire attacking the city, but I don't want to be absolutely paranoid that the next time I return the city will be dead.
EDIT: One more reason why this is a terrible implementation. Bethesda boasts that Skyrim has 300+ hours of gameplay in it, I myself pour about 400-600 hours into a single character on the console, when I get a PC that works well and starting modding the game, that will easily sky-rocket to 6-700 hours per game. The MT is an infinite occurrence, spawning completely at random in any city that you happen to be in the close vicinity of, you don't even need to be in the city, i.e. you are outside the DB sanctuary and Falkreath comes under attack from an MT. In a single visit to a town he can kill upwards of 5 people in a night, the attack on Whiterun in my game occurred during a two night period (not sure if this is a bug, it seems like it since on another save he only kills one and leaves). While the rate of him spawning is unknown right now, over the course of a 100 hour game you can lose most of the towns to him if you don't take the time out to search every building in the city (that is time consuming and redundant). The longer you play, the more chance that he will kill entire towns, simple logic. This is counter-intuitive to the game.