Depression is about loss. Loss of someone or something, or the love of it, that makes you fear for another loss... and another...and another... for all your life.
It's as if you are encapsulated in time: better said, in the past. The present is unbearable, there's no future. This may be more than depression, it can be melancholia, a Greek word meaning black bile. The Greeks knew it had to do with humour and Aristotle thought it could help creativity. Great thinkers, poets and artists, he used to say, are usually prone to melancholia bouts.
Some say that melancholic people have an ideal within themselves so strong that their ego cannot ever reach that perfect model and keeps punishing itself.
The thing is: how can there be such a strong omnipotent and tyrannical ideal that makes you crawl whenever you feel you are not corresponding to its demands? Think about it and the extraordinary power you might have given to someone or something.
The photo is quite a depressing one. It's a bunker from WWII part of the so-called Atlantic Wall that the nazis built on the Atlantic shore. Many of these huge and ugly constructions can still be seen there. Paul Virilio published a book on them (http://www.infoamerica.org/teoria/virilio1.htm).