I'm guessing that someone is bringing his router to provide wifi to his coworkers, by connecting it to a certain point on one of the 8 floors of my building, how can I know where is connected?
This greatly depends on what hardware and security you have at your office. Here are some suggestions (keep in mind that I mostly know Cisco). Port Security on the switches to make sure that multiple MAC addresses are not assigned, do some searching for wireless signals, watch utilization on specific ports/MAC addresses to see the highest usage and then investigate. To prevent, you can look into 802.1X, but that is a huge investment and requires a lot of in-house knowledge.