It's true, I went laser tag with some bithces once, they loved it.
I was going to post earlier, but realised most points have been covered. There's variation of the replies, though, and it highlights a big point. It unfortunately isn't just as simple as 'helping someone with depression' because that's actually quite vague! There isn't an easy cure-all because everybody's different, and sometimes it isn't just depression you're dealing with.
I do second medication, anti-depressants may help if she isn't already taking them(which I suspect she is). However, they only HELP, they won't cure it magically which I think some people have an impression of. It's like Eddie said you need to be able to pull yourself out of it, nobody can really do it for you and realising that is a big step. For all the advice we can offer you, you're her brother and you know her best. Depression or no depression, she's going to be upset right now regardless having just lost a friend. I don't know if it's the right thing, but I say don't even focus or think about her past depression, think about the fact she's a person who's going to be mourning the loss of someone. It's ok for her to do that too, she'll need time to come to terms with it; don't rush her but just be there for her, really.