Where can I get help for depression at university?

Student Health. Most universities have student health centers on campus. Beyond dealing with physical ailments, they are going to be quite familiar with depression and anxiety in their students, because both are quite common. They will either have counselors and therapists on site or be able to refer you to caregivers they know and trust. Good luck.
Student Health? I would start at student health. Or see if there are any student run support organizations. Or, if you still have access to your regular doctor (pediatrician or gp) go see them. Good luck!
Counseling center. You can try university counseling center our off-campus providers (many of them offer sliding scale if you don't have insurance).
Student health. Usually colleges and universities have a student health center that offers some form of therapy. Some have psychiatrists on staff, while others refer out to mental health providers in the local community.