Ask her what will help.
Often just making yourself available, letting them know you care.
Rather than try to fix them, you just be with them as they are down, without trying to fix anything, the being there, or being available, is all that is needed.
If they feel like talking, listen. Don't try to fix things, it's the listening itself that helps. Listening IS the fix.
Maybe find someone else who's been through it; they know how to help.
And take care of yourself. (This advice is common, and somewhat vague. Basically, if their depression brings you down, balance how much you can take with not taking more than you can tolerate. It's OK to take breaks for yourself.)
I am so very very sorry to hear about your friend. Hard to watch those we care about and love suffer. You must feel really helpless. My son started seeing a therapist not long ago and when I met with the therapist on my own (my son is a teenager, he meets with the psychologist on his own without me and then I have my own time to discuss things that are going on with my son from my perspective), anyway, I got a really useful bit of advice. The psychologist said that most people want to be feel heard. They don't want us to fix it, they don't want us to have all the answers or say the perfect thing, they just want us to be hear them, really hear them. The psychologist suggested to think of some time in your life in which you were broken hearted, had a loss or desperately sad and go to that place within yourself. Then when she is sharing her sadness, tell her you are sorry with knowledge of how she must feel. Don's say "I know how you feel" but say you hear how she is hurting and it makes you hurt for her. Does that make sense? The psychologist told me at that moment, when she may feel finally understood by someone, may make her completely vulnerable and be a healing moment for her. Those moments of feeling like someone truly understands are worth so much.
Do you think she could harm herself in any way? That takes it to a different level. That is different. But gently offering to drive her to a doctor appointment, or sit with her while she makes the first appointment, or pick up her medicine or spend the evening with her while she takes it for the first time, etc. without any lectures but just caring can really be wonderful.
It's hard. And don't forget to take care of yourself as well. hugs
You can't help someone who doesn't want help. Sorry. But you might be able to talk her into wanting to get better. Grief is hard on everyone, and it's not depression, but depressed people do grief, as they do everything, much harder than others do. If she's a danger to herself or others you can get her temporarily committed, but eventually they will release her and she'll most likely go back to being who she is. If she's not suicidal or violent, she can't be committed most likely. Again, she has to want to, and you can't make that happen, you can only try.