Show interest and support . Remove the means , such as guns or stockpiled pills. Don't be sworn to secrecy . You don't have to, and shouldn't, handle this alone. Get consultation about what to do from the campus counseling center or people or agencies that specialize in crisis intervention and suicide prevention.
Offer hope that alternatives are available .
Remind your friend that there are effective treatments for depression, and that many people can very quickly begin to experience relief from depressive symptoms. But don't offer glib reassurance. Help your friend get a mental health evaluation and treatment . A person in crisis may not be aware that they are in need of help or be able to seek it on his own. There are definitely things you can do to help, as noted above.