I am not very sure of the setting. I know that we choose buildings in the expansion 1, but how is it in The Nobles? I see the rule says that "place these buildings above the game board, sorted by their construction costs and allocated in 4 columns by their construction cost." I think it means that we play all the buildings in the Nobles and we don't have to choose which building we want. Is it right?
Another question is that do we arrange them following the cost which matches the original tiles printed on the game board?
Yes, you use the noble buildings in all games and, since there's not enough room for them, you place them above the board. The rest of the buildings occupy the board as normal (if you're using the original expansion as well, then you choose a set of buildings from that and the base set as normal and once you have that mix, you add in the nobles buildings).
The ones that supply 1 VP are placed (in order of cost) above column 1. Likewise with the ones that supply 2 VP. And so on.
Print this out. It's a new center board that has 6 spaces per column instead of 4, and allows you to draw buildings at random so you don't have to use every expansion-2 building every game (except Gardens).