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GW's scenery kit's have quite a few pieces that can be very easily used to create a balcony, take a look at the sprues and take your pick !
A few years back they published in the White Dwarf an article of how the studio built their fortress of arrogance, maybe you can try and borrow it from a mate or get the pdf or something... I would guess it was from the year Apocalypse was released. Sorry if this isn't too precise. It was a nice guide, but all I can remember is they used quite a bit of plasticard.
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ot this helps you