There are several causes of depression and anxious and these include thyroid disease, vitamin deficiencies, stress, illness and hormone imbalances. So, ideally you should be assessed for these first by your doctor to find the exact cause of your symptom.
The treatment will depend on the cause of the problem.
There are medications that can be used such as citalopram, fluoxetine, sertraline, venlafaxine but these can only be prescribed by your GP. The other therapies are CBT, talking therapy, group therapy, counselling, etc.
You can also try over the counter promethazine which can help with any sleep issues and/or anxiety until you see your GP.
You can also contact Samaritans here: https://www.samaritans.org/ and talk to someone about your issues and this can be very helpful.
You should also visit mind.org.uk which is a great website to get more information on depression and anxiety and how to cope with these.