I've recently downloaded LSPDFR with a few British Police mods as well to roll around as a Trojan 1 unit.
I've never done it before so I watched some tutorials done by Albo I believe his name is telling you where to drag and drop etc.
Upon completion of this I loaded up the game and when I got in and pressed F4 a console came up instead of a vehicles menu which I've seen on some YouTube videos.
I don't know if I have done something wrong along the way or anything like that, but it just isn't popping up.