Iron microspheres typically form a portion of fly ash produced in coal power plants where the temperature is around 1400 C. As fly ash is a component in concrete, and the iron rich materials don't readily react, any pulverization of concrete materials is going to release them.
Furthermore, iron microspheres are a very common component of dust, especially in an urban environment
But more to the point in the OP, what can be determined about thermite being used to destroy a building from the iron microsphere content? Absolutely nothing. We know that iron microspheres are a common component of dust and ash. That means the question is if the use of thermite will produce MORE iron microspheres, and without a suitable standard experiment (i.e., one where two buildings of similar size and composition are destroyed, one with thermite, one without), nothing can be shown from the presence of these spheres.