From the way you talk it sounds like your friend found counseling helpful because it facilitated her expression of her emotions. On that note, one thing that will be helpful is to prioritize the expression of emotions over making evaluative judgements about the emotions one is having or has been having.
When you talk about overcoming depression, what does that mean (for your friend)? You also mention your friend being overcome with sadness (the charlatan in me wonders if there is any significance that you used the same word to describe two different state changes within your friend), what do you mean by that? Is she a danger to self or others during these states? What is her affect, mood, presentation, etc? How long is she 'overcome' for?
It is okay to be sad. It isn't your place to help anyone else 'overcome' their depression unless youre (working with, as a counselor does) a therapist . By practicing honest communication, compassion, and gratitude you will teach your friend that you are available for help when she seeks it. Expect your friend to act in ways that are isolating, (forgive them) and be available for them as much as you can. As always, this is what the therapist at my work distributes, and from first two pages I have used every single one at various points in my own life
http://www.suzannewelstead.com/resources/SafeCopingSkills.pdf. It may help to read this list many times. there are many more coping skills than those listed. from my experience i could rec an anti-depressant diet (no alcohol, lots of fruit, fish, chocolate, coffee, nuts, herbs and spicy foods) and exercise, if you want a formula for a safe medical evidence based plan that addresses common neurological indicators well.
in general im reluctant to reply to these threads as i come up with too many questions in the process rather than answers.