If you have a local Green hills commuinty action agency, or a Mental health, center. they can help you get the proper testing done. as long as you fall within their guidelines. you can usually get them for free. Good luck.
There is a very strong link between depression and ADD or ADHD. In kids, its 10 to 30% ("The ADD/ ADHD Answer book," by Susan Ashley. ), My own opinion from reading posts here from undiagnosed adults is that it is much higher. My opinion is that if your therapist wants to help you, the therapist would do some research on AD/HD. Knowing what is the cause of depression is the fastest way to deal with it. If you are not supposed to diagnose, then who is?
Besides the book, I mentioned above - some other sites that might be helpful.
http://www.ncpamd.com/adultadd.htm - and check out there other links on the bottom of the page.
http://jeffsaddmind.com/for-first-time-visitors
The above site is by an adult with ADD and kind of reflects his state of mind. There is a lot of very useful information here. But more importantly you get a feeling for what AD/HD can do to adults.
And to answer you initial question. Ya, its kind of difficult because most doctors don't or haven't had the chance to deal with it. You probably need a specialist. The no money part makes it even tougher. I can tell you from responses I have had with other adults on this forum - is that if you do have AD/HD and recognize that this is (at least) one of the causes for your depression - it does make a difference. If you then learn about AD/HD and how to exist with it - it can make a huge difference in your life. Please feel free to post if you have other questions. Best wishes!!