I shall rephrase my comment and question, I had exactly the same issue trying to install the Debian version of the download file as the OP, not able to install due to libicu52 missing dependency.
So I followed the advise further down the thread from Auge, to simply unpack the binary in your home folder and then just run the ottd file which then (for me) produce the error I posted above.
Going back to my original issue of trying to install the Deb, version of ottd 1.8.0 on Debian Stretch, I have libicu 60 & libicu63 installed on my system, there does not seem to be an option to install libicu52.
In regards to your suggestion to install libSDL-1.2 I already have both libsdl 1.2-dev & libsdl 1.2-debian installed along with a host of other libsdl files.
So consequently I am still stuck.
This was the error message that you posted:./openttd: error while loading shared libraries: libSDL-1.2.so.0: cannot open shared object file: No such file or directory
Which suggests your issue with running the generic OpenTTD binary is because libSDL-1.2 isn't installed, or it's installed in a location where the system cannot find it.