I would do the things I wish others would do for me- listen to them, spend time with them, make sure they know how important they are to me. Mostly listen to them without judgement.
I'd go over medication they take, as I know some meds I've taken have had me devestatingly depressed, and doctors don't warn you. (Beta blockers, hormones, immune modulators)
Also I'd get vitamin levels checked, as lack of some vitamins, even if they're just in the low ranges and not deficient, can contribute to depression. (Iron, b-12, and D are ones that have made a measureable difference to me)
I like the answer of concrete help.
Do they need food, are they in a crisis I can help solve?
All this is contingent upon actually being in their lives and having some agency there.
I can't imagine wanting to die if there was someone in my life that loved me and showed it.
Personally, one of my rules for myself is to never kill myself when I'm in a bad mood. I figure it's a such a big decision it must be made with a clear head.
Impulses usually pass.
And well-reasoned decisions almost make themselves.