Are teenagers who use drugs usually depressed?

Not necessarily: "usually" is, in my opinion, a difficult word to use in medicine. We don't treat diseases, we treat people. And, people are unique and always (not usually) different.

Probably not but....: Many troubled teens self medicate with drugs.

Not necessary: Some times they do it just to please their companian , but than they end with addiction , mood symptoms and psychosis. So don't ever do that.