You need openttd version 1.10.0 or higher, because polroad is using custom roads, which are not supported by older openttd.
BTW, 5.4 version is available, thanks to courtesy of GarryG, I added some custom depots based on AuzObjects.
I'm using different depots graphics for practical purposes:
standard roads (paved, asphalt 60, asphalt 90) support all vehicles and depot is brick red;
dirt road doesn't allow heavy semitrailers, articulated buses and long distance buses - depot is shed from corrugated plates;
asphalt 120, concrete slab hway and asphalt hway doesn't allow slow vehicles (horse carriages, tractors) - depot has modern look.
Thus it is easy to spot if given depot is properly upgraded.