Thanks to a lot of help from @Rflong7 most of my time has been spent sorting out issues I have with the actual CAW build. At the moment I am pondering the best way of dealing with my huge amount of store content which is almost certainly stopping EIG from working properly. I have, however been able to progress the road network and have been busy planning the placement of community lots. Here is the police station.
http://i.imgur.com/vA22nUv.png
http://i.imgur.com/EvRXOEq.png
Most old towns like Fenbury would have had a town lock up. In some cases these would have been located near the town bridge and been incredibly tiny. I have assumed that Fenbury town lock up dated from roughly the same time as the castle, was allowed to become a ruin in the time of Oliver Cromwell and the Roundheads and then restored in Victorian times to become the police station. I have other plans for the town bridge so the police station is going to be on the approach road.