What can I do to help my wife wich was just recently diagnosed with depression?

Be supportive. Medication for depression is now the standard of care. Medications can shorten the duration of a major depressive episode and lengthen or eliminate recurrances. Work with her physician to find the best preparation with the least side effects for her. Help her to remember to take it as prescribed.
Wife depression. Dbsa. Org (depression and bipolar support alliance) has information for family members of depressed people. Also check out familes for depression awareness.
Wife's depression. There are a number of excellent books that may help. An older one that many have found helpful is when someone you love is depressed. Learning about depression can help and consider attending a local nami (national allliance for mentally ill). Attending her appointments may be helpful if she would allow. Mutual understanding about when you are to contact her md. If concerned, ask about suicide.
Be understanding. Depression is a depletion of some of the neurotransmitters that regulate mood. You can not "just snap out of it." so the best you can do is to be understanding and cooperate with the treatment program her therapist/physician have set up. It takes months to get better, so be sure you take care of yourself also.
FULL EVALUATION. Expect cure. Period. First, you sound like you are not a kid, so one thing is checking for pdd/pms. That can be handled as published in my article on transdermal natural progesterone-used by OB md father 50 years ago. Check free T3 (liothyronine) thyroid, thyroid autoantibodies, Dht levels, and look for skin tags and red papules/dots found w bartonella which makes depression bad. Big experts have 99% cure rate.