There are at least four ways in which a family member can assist the depressed person.
Firstly, to be there for the depressed person. Many depressed persons oftentimes realise that they eventually lose their friends as many find it hard to handle their negativity; nobody enjoys hanging out with someone who keeps dwelling on the things that went wrong in his or her life. When keeping a depressed person company, it is important not to offer quick solutions to their problems as they are intelligent people and would have thought of those easy solutions on their own. What they need is someone who can listen to them and allow them to vocalise their predicament, agony and suffering. The brainstorming for solutions can come in much later when the depressed person feels understood and cared for.
Secondly, to encourage the depressed person to continue to seek treatment. It may take the person 4 to 6 weeks to respond to an antidepressant. Some forms of therapy may also need months of interventions before the person's mood will improve.
Thirdly, to help the person out financially as the depressed person may have limited resources.
Fourth, to engage in activities (e.g., going for a long walk) with him/her. This is part of 'activity scheduling'. Some depressed persons decrease their activities drastically and just stay at home wallowing in self-pity. What is important here is to plan to do at least an activity a day, e.g., going to catch a movie, going for a jog, going to the local library.
You can help your loved one with the activity scheduling and plan to engage in meaningful activities every day.