The floor, the walls, the windows, and the ceiling are affected by soundwaves you can't hear, because they're below the threshold of human hearing, but can still be felt. The distance a soundwave travels, and its intensity at any distance, are inversely proportional to the frequency. High frequencies are quickly attenuated, but the lower the frequency, the less attenuation with distance, thus the further it travels and the greater the intensity. There is a lot of high-frequency noise coming from the helicopter, but you don't hear it at a distance, all you hear are the lower frequencies. And frequencies at the top of the human hearing spectrum won't affect buildings anyway, because they're so high, even if they're generated very near the building. A speaker sounding a high frequency barely moves, but a subwoofer sounding very low bass notes moves a lot.