The walls of that fake castle are not shiny because it just rained or by some trick of photography. That’s the 1896 Ice Palace constructed in Leadville, Colorado, and those walls are made of blocks of ice. A decent history can be found here, although take the claim about boiling water freezing faster than cold water with a grain of salt. That might be true if you have a large volume of water, where differences between surface and interior temperature come into play, but a thin sheet or spray of water put on the surface of blocks of ice, as was used at the palace, will freeze faster if the water is cold. On the other hand, using boiling water as a coating will slightly melt the surface of the blocks, and thus help tie it all together better.
Given that the place was big enough to hold a skating rink, it would be an amazing feat of engineering had it been constructed entirely of ice, but the practical builders of Leadville – experienced in the engineering of mines – used wood trusses for the roofs. This picture of the rink and an art display (“An exhibit of hanging bicycles and the letters “Law” hang above an ice sculpture of miners by Phillip Kelly.”) from the Denver Public Library shows the construction pretty clearly:
The gable Pratt trusses are bearing on ice-block walls. Openings in the walls, at least here, are segmental arches constructed from more ice blocks. So in general structural form, this was no different than the masonry-bearing-wall construction that made up the majority of pubic buildings in the US at that time. That raises some questions about the mechanical properties of ice masonry, which I had to look up, as I’ve never designed using the material.
Ice, unsurprisingly, has somewhat complicated behavior because it does not have the kind of crystal structure that makes steel, for example, so predictable. Most interestingly, the properties of ice are related to strain rate – how fast the material is loaded and deforms – so that it is more brittle if forced to deform quickly and more ductile if it can deform slowly. This is not only not unique, it has a direct analogue in ordinary masonry: masonry set in a plastic mortar (like lime) will act far in a far more ductile manner if loaded and deforming slowly than if deforming quickly. When a brick building with lime mortar sits on poor soil, for example, it can develop curves in the walls and out-of-square deformation of facades without cracking because of the slow movement of the soil. In the case of the Ice Palace, we can probably assume fast deformation as the roof was constructed, so brittle behavior in both compression and tension, with Young’s modulus of 9 GPa (1300 ksi), tensile strength of 1 MPa (145 psi), and compressive strength of 6 MPa (870 psi). For the bulk unreinforced walls of the Ice Palace, compressive stress would dominate. Using, for the sake of argument, a safety factor of 4 as was common for late-nineteenth-century masonry, the allowable compressive stress in the ice was a bit over 200 psi, or similar to what was used then for brick.
In other words: this is an ordinary building. Nothing to see here. Except for the fact that it melted.