Unfortunately, clinical depression is usually a chemical inbalance and that means they would need to go to the doctor to be treated. Luckily, there are many things a person can do to just brighten someones mood. The most important thing is to be there for the person. Stay positive while you are around them (if you are having a bad day this is not the time to vent to them) Also, get some sunshine, it makes a person happy. And last but not least... smile. It is contagious and hopefully you will pass it on to your friend!
Good luck. Dealing with depression is hard!