Being depressed and being sad are two different things.
Being sad comes after something happened. It's a reaction of a bad thing. Usually, you can pinpoint the cause. If you're sad, you can continue this sentence, "I am sad because ..........." "I am sad because I just broke up." "I am sad because fluffy passed away." "I am sad because I just lost a job." "I am sad because I have to wait 5 more months to know the ending to Game of Thrones." You get the idea.
You can momentarily forget about sadness if you distract yourself with other things, like binge-watching Friends, eating a really delicious brunch with friends, and doing something you really love.
Sadness can be so intense—it may last for weeks. It takes time, but eventually, sadness disappears.
However, if the feeling don't go away for a long time, negative thoughts drag you down all the time, you feel hopeless, like you don't want to live anymore (*cue suicide thoughts), your favorite food lost its taste, you feel tired, or one or a few of these symptoms, you may be experiencing depression.
To sum up, sad folks still go out and about, go to work and talk with friends even when they don't feel like it. On the other hand, depressed folks cut off everything completely—they only go to work if their lives are on the line.
If you're still not sure wether you're just sad or depressed, that's not your fault. Sometimes, the internet only offer vague hints. You might google a PMS headache and after reading a couple pages, you think it's a brain tumor.
The only way to be sure is to seek professional help. There's no shame in that. We often seek professional help for our makeup, why not seek it for our mental wellbeing too? It's affecting our lives in major ways. Not only getting the right answers, you'll also learn ways to navigate your life.