A method of assembling an exterior wall or roof structure of a building with a water-resistive barrier includes covering a surface of an inner sheathing member of a wall or roof structure with a series of partially overlapping courses of water-resistive sheet material. Each overlapping section of the courses of water-resistive sheet material is bonded together with a continuous strip of adhesive to form an air-tight seam. The strip of adhesive is carried integrally on the water-resistive sheet material thereby eliminating a need for separately applying construction tape to seal the seams. A water-resistive barrier and assembly of an exterior wall or roof assembly of a building is also provided.