How does use of drugs, weed & alcohol affect a depressed person like me. this stuffs provide atleast some relaxation. should i continue using them ?

No: You should see doctor and get placed on medications that are approved by the fda to treat depression. Using alcohol and recreational drugs is a poor way to handle depression and can make things worse.

It sounds like you : May be 'self-medicating'. I.E. Using substances to try to treat your depression. It's very common. However, these drugs don't work as well as prescription medications, and have a lot of negative side effects, including actually worsening depression overall. Please see your primary care doctor, a psychiatrist, or qualified therapist. There are very effective treatments that will help. Take care.

NO get help: This behavior is only going to lead you down a darker road. All of these substances mess up your neurotransmitters. The first thing you need to do is to seek professional help to get detoxed i.e. Get your brain dried out. Oce what we call a baseline is established what other steps are needed can be determined. You need d&a therapy & individual & if appropriate family &conjoint [preferred other].