Is that all?
Essentially, yeah. But it's easier said than done. Make sure you're doing something in each of these categories. You shouldn't only focus one or two areas. You have to balance all three. Depression can be treated by improving your body or improving your mind. The first you can do by exercising, taking medication, or eating healthy foods, to name a few options. The second, you can do by making your relationships feel safer.
Gradually open up to people that you trust about your problems. If they don't understand the first time you try to explain, try again or try saying it differently. Make sure you ask people if it's a good time to talk before you start and be careful if either of you are tired, hungry, or distracted. If you're worried they'll pity you, they might. Or maybe what you call pity, they call empathy. Or what you call pity, they may call connection. The real question is, is it worth it to keep quiet about what's burdening you? And how long until these problems become too much to bear on your own? Talk about your problems early, often, and with different people so you can get different perspectives.