Depression is a complex entity with myriad etiologies. What this article describes, for the most part, are various forms of behavioral activation; basically forcing yourself to be more active. It's unclear why this might work for some, generally milder, forms of depression. There is evidence, however, that depressive states are associated with less neurogenesis (production of neurons) and that exercise can increases the number of new neurons in the brain.

Other interventions for depression include:
-Cognitive behavioral therapy which attempts to provide the client with insight into how automatic thoughts are tied to often untrue beliefs that perpetuate the depressive state.
-Interpersonal therapy which addresses depression in the context of the clients relationships or identity (role). There are generally for types of problems that interpersonal therapy : role dispute, role transition, grief, interpersonal deficits.
-Antidepressant medications include SSRIs like Prozac, SNRIs like Effexor, NDRIs like Bupropion, and NaSSa's like Mirtazapine are generally thought to work by modulating the neurrotansmitter serotonin. One theory is that there is too little serotonin signaling in the brains of depressed individuals and that these medications normalize serotonin levels.
-Mood stabilizers and antidepressive drugs more specific to Bipolar depression and include lithium, seroquel, latuda, and lamictal. Interestingly, drugs that increase serotonin levels like Effexor can actually flip a depressed bipolar person into a manic state.
-An emerging treatment for depression is Ketamine, which also goes by the street name Special K. No matter, it's proven remarkably effective at treating depression.
-Transcranial Magnetic Stimulation (pulses of electromagnetic waves) of the prefrontal cortex (front of the brain) have also shown promise in treating depression
-By far the most effective is Electroconvulsive Therapy which today is done under anesthesia and today looks nothing like what we all remember from the movies.
-Some have even gone so far as to undergo neurosurgery for their depression.

NOTE: This comment does not constitute medical advice in any way. If you have depression, or are worried that you may have depression, please consult with your physician.