How to help with depressions?

I was at a party with a couple of friends. When a dear friend of mine had a fight with her boyfriend. She was upset and ran out of the house.
I went after her to calm her down because she has depressions and sometimes panic attacks, then she starts hyperventilating and hearing voices in her head which can lead to her injuring herself.
So we sat down on a bench and talked a little about what happend, but it didn't took long for the silence to take over.

What ways are there to calm a person down or to be some sort of a psychologist?
How to help with depressions?
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