Do antidepressants actually help will social anxiety?

Yes They Can. Social anxiety aka social phobia is a persistant and irrational fear of situations that might involve scrutiny or judgment by others, such as parties or other social events. Ssris such as paxil, (paroxetine) prozac, and zoloft are generally first choice medications. Mirtazepine has proven effective as well as maois. Benzodiazepines are commonly used but have a risk of addiction. Psychotherapy can also help.
Yes!! In general, any medication that raises serotonin levels will help with anxiety. So ssri's, nsri's and even some tricyclics antidepressants can help.