Have you noticed a colleague behaving differently? Do they not seem their usual self?
If you're concerned about someone, approach them and start a conversation. Try to understand their situation and encourage them to seek support.
Helping the person find further information and support services can also be really useful, as this step can seem overwhelming for someone with anxiety or depression.
Remind yourself that this is no different to talking about how someone's feeling – the topic is just a bit more delicate.