I started in the Bounty Hunters Guild HQ. I left the building and nanced around town. Then I found out how long it takes to travel without a vehicle, so I thought I would go back to HQ and possibly request a vehicle. Now I can't get back in the HQ, it says "you may not go there". Help...

You can't walk on or on top of buildings.
But if you stand adjacent of a building you may chose the option "ENTER".

I recommend to scan the city for a vehicle rent NPC.

You may not have access to get back into the facility, you don't need to anyway as theres likely nothing in there and no way to request a vehicle. As it's a faction starting point there presumably isn't a vehicle rental npc there either. You need to get in contact with the BHG.

Thanks for your help guys.