What should you do if you have symptoms of depression during or after pregnancy?

Seek help. If you are feeling 'the blues' or depression, there are treatments for this and not all are medicinal. 'solo time', that is time for you to do what makes you you is very important and can, by itself, often help the problem immensely. Certainly family support systems, counselors and medical intervention are also available and important resources. Do not just try to 'tough it out'.
Balance hormones. I find that hormone imbalance usually causes depression around pregnancy. The pregnancy can also start a thyroid problem too. These should be treated by balancing the hormones or treating the thyroid rather than prescribing antidepressants.