Foam boards: You can also use foam boards or rigid foam to insulate the exposed walls of a pool barn. Various thicknesses and lengths of rigid foam are available today, with the most common ones made from polyurethane, polystyrene, and polyisocyanurate. The advantages of using rigid foam include its water resistance and ease of installation. Typically made with closed-cell foam, it adds strength to pole barn buildings. However, you must cut each foam board sheet correctly to fit inside the pole barn.