Depressed people usually don' try to attract attention. They stay away from people, they usually have a deadened look in their eye, and they don't have much social interaction in their daily lives. Be on the lookout for people who wear long sleeved shirts in hot weather, because it's likely that they're self harming, which can be a symptom of depression.
Fakers, who might actually have an issue that's not depression, are completely different. You will hear about their sadness constantly. They make every conversation about it, and they rarely let anyone talk about anything else. They're greedy with others' attention, they don't like to be alone, or be out of the center of attention.
However, if someone is depressed and they're close to you, they might confide in you because you are someone they can trust. This is different from a faker, because it has probably taken them a lot of time and courage to come tell you about their mental and emotional issues.