What are good ways I can find a support group for my depressed teenage daughter?

Do some research. Trusted family and friends who may have some experience can be helpful. Your family physician and their office staff most likely have referral sources. Self help organizations for specific problems often know where to go for help. Local medical societies are also good resources. Be careful online. Visit only well known sites with a good reputation. Don't ever give personal information online!
Ask the Doctor. If not known, your pediatrician or the nearest children's hospital should have local resources available.
Uses resources. Start with a discussion with your pediatrician and a talk with the school psychologist for recommendations. It is probably in your child's best interest for her to receive counseling from a psychologist who can also serve as a resource for referrals to support programs.