I can relate, at least somewhat. I feel depressed over the last decade or so mainly because many important things did not turn out as planned for me. What has happened is that I am a loner most of the time outside of work as I do not want to be around people with a negative attitude. (Being depressed)
I try to disguise it at work somewhat and work does take my mind off of my problems. I can't hang my head all the time at work... I eat lunch in my car and listen to AM talk shows, mostly finance or sports.
Most of the time at home, I'm in my bedroom as that is where everything I need is. Computer, TV, Phone (not that anyone calls)...
There is one thing that has kept my attention which helps. It's sports as it keeps you in shape and after some exertion, you have endorphins/adrenaline flowing which makes you feel OK. But that is short lived. I would suggest taking a hike with your friend, maybe once a week to start off, something easy that will take you 30 minutes. Just listen to her, you don't have to give any advice...
Encourage her to go on more hikes with you, maybe twice a week to look around at the landscape, fresh air, the trees, plants, sky, birds, squirrels. Take some water and snacks with you. Maybe it will be something that your friend enjoys and will look forward to it in the future? Plan your hikes...
Myself, I'm a cyclist which is a good sport for me as I can do it alone. Both Road and mountain biking. I jog a few times a month and took up swimming last summer as it is easier on the joints.
Best of luck with your friend