I actually have the same question. How do I import multipatch shape files and retain the attributes in CE?
It looks like the data contains shapes that are not quite flat. Are they supposed to be building footprints? If so, then that's great because that makes it easy to create your building models using cga. The rule you started with is a good start. It extrudes the footprint to create the building with a flat roof. Then, you can use comp to get the top face and then create a gable roof on top of that with height determined by the HCL attribute. It looks like you were able to link the attributes correctly, so it looks like the code is getting the height information from the H2 attribute on the shapes. To link the rule attributes to the object attributes, you have to use the same names in the rule file, which you have done. In some cases, you might need to specify the connection in the Inspector by clicking on the drop down box for the attribute -> Connect Attribute -> select Object attribute, but in your case, it seems to have done this automatically for you.
attr H2 = 0
attr HCL = 0
Lot -->
extrude(H2) Mass.
comp(f) { top : roofGable(byHeight, HCL) Roof. }
In screenshot6, it looks like the shapes you started with are not flat building footprints. If you can get the building footprints, you can create the models using cga code. Or, if you have the building shells instead, you can just import those into CityEngine without needing to write any cga rules to generate the shells.