Sledgehammers are usually found in wooden crates and on shelves in warehouses. It's also possible to find an axe on firefighter zombies. Find or build a window, put up a rope ladder and block off the staircase and you've got a pretty good basis for building your own base in a safe environment - If only to learn the system. Firstly, you should try to find a base near a water source, like a lake or river. Also my efforts with stairs frequently get me in a place I'd descibe as outside of the map.
nest...