Since this is your first post I make this as simple as I can. There are several posts in the Ky. section on this very subject. I suggest you read through them. There is a Ky. Attorney General Opinion that explains it very well. It is AGO 97-9 and can be read at:
In layman's language, no one except law enforcement officers can carry any gun, openly or concealed, in any space occupied or controlled by the Court of Justice. This includes District and Circuit Courts. I'm not familiar with "the Circuit Court Building" or "the District Court Building" in Fayette Co., but just judging from it's name it sounds like the man at the metal detector told you right. It all depends on who owns the buildings and who leases what space from whom. Welcome to OCDC.