I've struggled with depression & anxiety for years, and it's only in the past year that I've made serious headway through it - and that's been with seeing a counsellor twice a week. Honestly the most, most important thing that anyone with depression needs to do is sign up for a counsellor or psychiatrist straight away, find someone that you like, that you feel comfortable with, and then figure out everything else. Like everyone has said so well, everyone is different, and being on a vegan diet can make a considerable difference for some. But for many, being on medication is a necessity - I completely understand the aversion to it though, which is why I suggest seeing a counsellor and going from there. And something to remember too - if you go on medication for now, it doesn't have to be forever! I hope you friend feels like she has lots of options because she does, and happy to have a supportive friend like you :)
I watched the documentery "FoodMatters" just today and they say that the vitamin Niacin is cure for depression. I know cure is a strong word but it's worth a try. They also say strong doses of vitamin C through an IV is cure for Cancer.