@joepie91 There are three answers. The short one, the long one, and the realistic one.

The short one: you don't. Of course, there might be exceptions, but the default is: don't. There is a chance the depressed person will understood this as an expectation to fulfil, adding to the mental workload, and a sense of failure. The exceptions relay on the assumption you both know each other really well, and it is absolutely certain there is no judgement and expectations from your side.

The long answer is the one you are certainly not looking for. Go study psychology for 5 years, choose the therapeutic/clinical path. After that do the certification for being a psychotherapist. In the meantime have your own therapy (obligatory for psychotherapists). That will take you another 3-5 years, depending on your own progress in the therapy and local regulations. Then you are set up. Good luck.

The realistic one is not the exact answer to your question, but it is the most helpful from what we have available without proper training (see the long answer). Give love, presence and acceptance. "I'm with you" is one of the most empowering things you can give to others. And suggest a help from a proper specialist: psychologist or psychiatrist.