You have an excellent photo, but not of the Civil War depot. The style is clearly from the 1890's. Also, per the quote below, the Holly Springs depot was destroyed in 1863.
From the Lynchburg Virginian
January 16, 1863
The Surprise at Holly Springs -- Immense Destruction
We have already published a statement from the correspondent of the New York Tribune, who estimates the Yankee loss at Holly Springs at $6,000,000. The following account is given by an eye witness to the affair. *** The Southern account from an eye witness says:
*** The extensive buildings of the Mississippi Central depot, the station house, the engine houses, and immense store houses were filled with supplies of clothing and commissary stores.
*****
As there was no time to remove these immense stores from the buildings containing them, they were all destroyed, comprising the Mississippi Central depot, engine houses and store houses, the most elegant and capacious in all the South, the courthouse, livery stable, and the largest buildings on the public square.