train station vs depot

train station and depot both are nouns.

Word	Noun	Adjective	Verb	Adverb
train station	Yes	No	No	No
depot	Yes	No	No	No

As nouns, depot is a hypernym of train station; that is, depot is a word with a broader meaning than train station:

train station: a terminal/node where trains load or unload passengers or goods
depot: station where transport vehicles load or unload passengers or goods

Other hypernyms of train station include terminal, terminus.

train station (noun)	depot (noun)
a terminal/node where trains load or unload passengers or goods	station where transport vehicles load or unload passengers or goods
	a depository for goods