What should I do about this depression and work?

You need to take care of yourself first. You can go to the site nami.org which is the site for the National Alliance on Mental Illness. You may have some serious depression and you don't have to live with that. On their site you can find the phone number for your local chapter. They are there for help, support, and information, and they have the best resources for the help that you may need in your area. Obviously money and lack of insurance is a problem. They usually have resources that are very low cost or no cost. Professional help can change the rest of your life for the better.