A.C.
On her days off, invite her for lunch or dinner. Take your kids to the park/let them self-entertain (as much as is safely possible) for a little bit.
If she is using the words depression more than once, tell her, "Sally, I know we haven't known each other very long, but I care about you and am concerned about how depressed you seem. Have you talked to your doctor about this? Have you thought about getting counseling, even if it's just through your church? I really want to be here for you and help you through this rough patch, but I'm not sure what I can do. Please let me know if there is ever anything I can do to help you."
The most you can do is reach out and offer to help, unless you think she is in danger of harming herself or someone else (then you can call the police and/or social services).
And if you know anyone really well who knows this jerke of a husband, particularly if its a guy and he's made these comments in front of others, have the guy or whoever point out to him (not in front of other people) that he really seems to be treating his wife poorly, maybe even have the person say "Bill, I notice you really seem to be giving Sally a hard time. What's going on?" Calling him on it might just make him realize that he's acting like a jerk and the rest of the world can see it and he needs to pull it together and stop. It could just be he's overwhelmed with the stress of being a doctor and now having another family member, or it could be that he's just really a jerk....
