I think some PCP can handle treating depression or at least start someone on an antidepressant, If in 4-6 weeks things are not getting better or worse then I feel a Pdoc needs to take over as they know so much more about brain chemistry and how Psych meds work.
My PCP started me on antidepressants and I just got worse and worse and worse. I did move on to see a Pdoc , I have Bipolar not depression and the lexapro was actually making me worse.
AD's take 4-6 weeks to really get into your system and start make a difference on average.
I think most PCP's can handle a run of the mill depression, but if there is no improvement then a Pdoc needs to take over.
Therapy is also very helpful in finding ways to build coping skills to help get a better handle on emotions. I highly reccommend seeing one.
Good luck , hope you are feeling better soon . Welcome to PC