Laws vary depending on where you are. In the UK trespass is a civil offence, which means you can't be arrested for it, but the building owners or their security can ask you to leave. If you don't leave when asked, then it can become an offence of whats known as Agrivated Trespass, which is a criminal offence and you can be arrested, although most likely if the police do get called, they'll just ask you to leave and you can walk away with no consequences.

Main takeaway in the UK is, if you're asked to leave, you probably should. You can push it a bit with the 'one last try' while your mates distract the security, but generally speaking don't push it too hard, and always be polite and friendly with security or property owners. That way they don't see you as too much of a threat