hello and welcome to pharlap. you might find the depression alliance website useful - here's a link to their page on suggestions for friends and families of those who suffer depression:-
www.depressionalliance.org/docs/help/friends_and_family.html
For some people the first AD they try will work, and they will feel a lot better within a couple of months. Other people may need to try several ADs before they find ones that will work, or may not be able to tolerate ADs very well. So it is basically impossible to say how easy or difficult it will be for your sister and her husband to overcome their depression, and how likely it is to recur. I think it is best for you and them to keep an open, but optimistic mind as to what the future may hold.
Counselling and psychotherapy can also be helpful for depression; NHS psychotherapy waiting lists tend to be very very long for outpatients tho.
In terms of helping them; if you can visit or speak to your sister privately on the phone that may help her get things off her chest; if her and/or her husband aren't willing to discuss their problems with you, i would just make it clear that the "door is always open" so to speak, and keep in regular contact, so that they don't feel abandoned, and be very keen to emphasize anything positive they are achieving, even if that is just booking and attending the next GP appointment.
Generally if you do discuss your sister/her husband's feelings in any detail, I think that you need to emphasize that feelings of hopelessness/worthlessness are a symptom of the disease, not the reality, and that there is hope out there for them. Easier said than done, I know.
Other thing to bear in mind is:- is it actually Clinical Depression that your sister and/or DH suffer from - I have assumed it is, just that ADs are used to treat other things, such as eating and anxiety disorders.
Take care
x