Yes, you have been sold short so to speak. Wellbutrin is not a bad drug as anxiety meds go - but it doesn't deal with the underlaying causes of your depression (my opinion).
But, point being you went to see this psyc for diagnosis of ADD. You did not get that. There is no way that the nurse practitioner could know if you have ADD or not without following clinical practice guidelines (which she did not).
What amazes me is that anxiety and depression are very common co-disorders of ADD or ADHD. And even more so with adults. Both need to be treated. And, in fact, if only the depression is treated, it can make the ADHD worse.
http://www.corepsych.com/2006/12/kids-and-antidepressants-why-they-dont-mix/
So, yes, you do need to get back to your primary care doctor and tell her what happened. Either you need to find another psyc or actually get to talk to this psyc and see what happens. I would also be tempted (if you don't go back) to write a letter to the psyc saying that you were sent for a specific purpose and that the nurse practitioner ignored the request and clinical guidelines.
Hope this helps. Please feel free to ask any additional questions. Best wishes.