How do I talk about my depression at work?

I'm sorry to hear that and it is unfortunately not uncommon. It is very important that you raise this with your employer and primarily your immediate manager, but it is also possible to go to HR directly.
If your depression is linked to work, an occupational injury report must be filed, which means that you may be entitled to compensation in the future. The employer and, if there is a safety representative at your workplace, the safety representative must prepare a report together.
The employer has both a rehabilitation obligation and a work adaptation obligation towards you as an employee. This means that they must take action against the factors that caused/cause your illness and also adapt your work tasks so that you can return to work in the long term or, if you are in work, facilitate your work situation.
If you do not report this, it is much more difficult for your employer to take any action, as they will not know what is behind your poor work performance. If there is a safety representative at your workplace, I recommend contacting that person. The representative should act as a support for employees in the dialog with the employer on issues related to the work environment.