Warning this is not a cheery topic though I have 10 years of distance on it. Those who have come to know me (after that time period) will likely not believe this. It sounds like a different person. And that's exactly what major depression is like.
A decade ago, I was desperately depressed and suicidal (mostly inwardly, but some very subtle outward). I needed a place to talk about the hell I was going through. To talk bluntly about it. Very bluntly. No encouraging words. "No hang in there" crap. Just needed to tell an understanding group of people that I seriously wanted the hell out of life, because depression makes life so physically and emotionally painful that all you want is out.
ASH was that place. ASH is a USENET newsgroup that stands for alt.suicide.holiday. It no longer exists today but now is just mostly a spam trap. I haven't worked up the nerve to post what name I used there. Nor am I sure how relevant is it to this particular post.
ASH was not a support group, and yet it very much was. Just by being a place people could go and talk about what they were feeling with out someone trying to talk them out of it is (to make a really bad word choice) refreshing. It was an emotionally risky place (I created a post like that on ASH which someday I might post the link to) to be as you come to care about the people there, even though you support their right to end their lives and their suffering if they so choose. Most people survive their stint on ASH (the newer antidepressants save countless lives, but there are 15% of people for whom they don't work for), but the exceptions haunt you.
And I think that is the most important thing. If someone you know even mentions vaguely in passing thoughts of suicide, talk to them about it. Find out how their feeling and try not to cheer them up unless you sense they truly do want that. Depression is a horrible awful place to be and the more you are able to listen the better. If it's too much (it often is), then really encourage them to talk to a therapist. Reassure them that they're not going to get locked up unless the therapist thinks they are an immediate danger to themselves or someone else.