I don't know much about the cheese history of Woerden, apart from some common facts. Cheese, the typical Dutch cheese, traditionally was made by farmers. They would sell it in the closest town, where it would be sold by merchants to others, probably to other towns and cities. Locals would buy it directly from the farmer. Woerden used to be a rural area where a lot of farming took place. When production was taken over by industry the traditional cheese making disappeared, leaving the warehouses.
This is an odd one, in the middle of centre, build around the 1920's slowly dilapidating, a cheese warehouse. The building is private property of someone who doesn't want to sell, to the mischief of Woerden. So quite an unusual site for The Netherlands, land is so valuable and expensive that it is always used, especial in towns.
Here is a
link to another warehouse, which has been kept in good state and transformed into a housing complex.