I would assume that "doing something" is the key here? Successfully doing exercise probably has add on benefits that you can more successfully do other things afterward. But successfully reading a book can help me get out of depression. Successfully cleaning the kitchen. Really, just successfully doing anything is a huge cure against depression.
No, it’s more specific - doing something physical.
Cleaning dishes yes, reading a book no
I'm not sure this is the type of depression being talked about here. It's unfortunate that we have conflated periods of being sad / down with clinical depression. I have no doubt that reading a book or cleaning the kitchen or accomplishing a goal can help with feeling down or general sadness, but clinical depression is a whole separate beast without such easy a fix.