From the game's encyclopedia
Special Buildings are unique Buildings that are present in a few predetermined places around the world.
Examples include ancient wonders, grand cathedrals, and notable mines. Some are already constructed at the start of the game, while others have to be constructed.
Special Buildings are usually very powerful, and well worth fighting for.
The game's text for patch 1.20.1.2. Words in blue are entries of the encyclopedia: hover one to read it, as in the game.
Special Building is an entry of Crusader Kings III's in-game encyclopedia. The game explains it: "Special Buildings are unique Buildings that are present in a few predetermined places around the world." It is part of Building. The game also links it as Special Buildings. Patch 1.20.1.2, from game/common/game_concepts/00_game_concepts.txt and game/localization/english/game_concepts_l_english.yml.
Source: game/common/game_concepts/00_game_concepts.txt, game/localization/english/game_concepts_l_english.yml and the English localisation, Crusader Kings III 1.20.1.2.