The water, power, and sewage must all be connected to a road. Check and make sure that is the case. Click on water for example and make sure all the blue lines show it flowing. Do the same for the other two, except look for their colors.
Have you clicked on the police, fire, and medical after you have started getting that building built to see if the new building is highlighted in green for each one? Those ones only cover so much area. You can have a many of them, but if they are not placed correctly, the game will give you that error.
What level are you by chance? Do you have the basic (small) police and fire stations or the really big ones?