When you build a supply depot you need to get it to rank 10. To rank up the Supply depot you need green crates (supply crates). Also you must upgrade your command bunker otherwise your supply depot will reach a maximum until the Command bunker is upgraded.
You need the Command bunker to be level 8 to get the supply depot to level 10.
Unless you obtain gold this will take a serious amount of time, good news is when you start building something it will continue to build even when you log off, same with any building that collects resources for you.
You can obtain Supply crate currency by attacking people, playing campaign, Factories, Rigs, collecting them from when they drop (very little amount).