>>1496235It's functionally a bridge since it connects a gap between two points and has a foundation (the arch here), it's just also enclosed with walls and a roof. If it didn't have walls or a roof you'd recognize it as a bridge, right?
The building on top is considered to be of lesser importance, you can probably just call it a building on a bridge. Bridges with buildings on them are going out of style:
https://en.wikipedia.org/wiki/List_of_bridges_with_buildingsFor a structure that isn't supported by an arch, you can use pedwalk (pedestrian walkway) for something close to the ground or underground, or skywalk/skybridge for something raised in the air. These are associated with rectangular structures that aren't supported by an arch and may or may not be enclosed with a roof.