A naturally gifted actor might just be able to imagine and emotionally put themselves in that situation, but we would have to work at it. First, you’d start by studying and learning your lines, but just being able to say your lines is not enough. Hours need to be spent memorizing everyone else’s lines, researching depression, maybe see a therapist, seeing if you can access that emotional state. You could practice in locations where you feel uncomfortable and vulnerable, going up to high places and looking down, and those are just some ideas.