Styrofoam is such a generic name that people get confused...
this is what I call styrofoam...it comes in green or white usually...it's very expensive but great for shaping with a rasp...but messy...it takes forever to dry with white glue...several days sometimes...but a low temp glue gun dries within a minute...a high temp glue gun can melt it easily...it's usually around $12-$14 for a 1x3 sheet that is 2"'s thick...
There is also a similar styrofoam product called "floral" foam...a little denser...usually green and much less porous but more "crumblier"...about the same price...I don't use it and don't have a photo of it to show you...both of these green foams can be found at Hobbly Lobby or Michaels stores...
this picture below is also a styrofaom product...it's printed on the front (look at picture)...very different than the above styrofoam in texture...
for home insulating...we use rolled insulation in the South...but I think this product is used for wall insulation up North...
It's most commonly called...Blue foam board, Pink foam board, Dense Styrofoam, rigid foam, styrodur, pink foam or styroprene, etc...
by asking for styrofoam most people don't associate the connection...ask for "pink board" or "blue board" for wall insulation...even though it's called styrofoam...your salesman was probably thinking you were asking for the above "green" product...
Home Depot sells it...I know it comes in both pink or blue...not a different material...just a different color...I use it for a diorama base...then acrylic or latex paint...some other paints will melt it (literally)...test a sample if you are not sure...it comes in a 4x8 foot sheet...cuts easily with a razor but is harder to sculpt than the above styrofoam...but still easily done especially if layered to make a thicker piece...
it's about $14-$17 a sheet and in all lumber yards and building supply stores...white glue takes forever to bond...several days...a glue gun on low temp will bond in minutes but can melt if glue is too hot...
both are good products and will produce similar results...it's just a preference...the green is really the easiest for sculpting...