If you want the victory window to come up (which will come up for all the players & only for all the players) once the buildings are captured, then the scripts could look like one of these examples: (The action loction will be next to the respective actions below.)(Lets say you used the BikonurGroundControlCenter)
Example 1:
*** IF ***
Player 'PlyrCivilian' has Equal To 0 unit or structure of type 'BaikonurGroundControlCenter' (Player\Owns\Player has (comparison) unit type.)
*** THEN ***
Show 'Victorious' window and end game (Multiplayer\Announce victory.)
Example 2:
*** IF ***
Player '' has Equal To 5 unit or structure of type 'BaikonurGroundControlCenter' (Player\Owns\Player has (comparison) unit type.)
*** THEN ***
Show 'Victorious' window and end game (Multiplayer\Announce victory.)
These are basicly your only options. You can either have so that if any of the buildings be captured, to open the victory window. (Example 1) Or you can it, when the host captures the 5 buildings, the victory window will come up. (Example 2)
As I said, scripting this kind of stuff is limited in multiplayer.