I think an extremely important, and extremely underrated, action you can take to help someone who is depressed is simply to include them in your daily activities. People who suffer from neurological depression literally have to battle their own brains. Many of them do not want to die, and know that they have plenty of reasons to live, yet their brain is telling them otherwise.
That being said, loneliness can be one of the most detrimental contributors to the susceptibility of a person's brain. Boredom fits into the same category. I've heard time and time again the old "I'm here for you" or "I'm always here to talk". That's great and has great intentions behind it and all, but a lot of the times talking doesn't do jack shit for people who suffer from depression. We are aware that there is help out there but it's a matter of whether that help understands the neurological aspects of the disease. Instead, inviting people to be involved in fun activities should be your #1 priority. Don't let them retreat if you know they are depressed.
That's not to say you shouldn't give them space. Of course, everyone needs space. But, like I said before, don't let them retreat! If someone is really struggling and they go off into their quiet space, alone, that is when they are most vulnerable. Go outside and make them laugh.
Everyone is obviously different and so is every case of depression. But I know I'm not alone in the feelings of the benefit of inclusion. It does a lot for some of us. When I am surrounded by people I love I get down much less often than I do when I am alone, or bored. <3