Yeah, you should obtain permission.
Maybe doing an artistic project is reason enough, maybe not.
I think the chances.are pretty small as they wouldn't leave you unattended on site and probably can't spare someone to watch you for too long.
If you sneak in without permission, you'll be breaking the law in most countries (trespass) and may have to pay a fine.
there is a lot of theft from building sites so the police will usually deal with trespassers there.