IIRC there never was any kind of shareware version of TTD much less at any kind of stable URL that OpenTTD could automaticaly download. Also OpenTTD needed assets from particular version of TTD (different one than what I have as a boxed copy).
Ah, I actually meant in the more vague sense of «to use the open source version with the original graphics/sounds, you have to get those media files from the disk of the game you bought».