a) They've found a combination of RNA markers that are different in people with depression.
b) When those people had CBT, the ones who got better the levels of those markers changed in the people who it helped.
c) The original RNA markers were different between the people who went on to respond and those that didn't.
As one of the major problems with mental health treatment is that different people respond differently to different treatments, just the third of these is a major breakthrough. Being able to administer a simple blood test and then say "People with Depression(1) get CBT, people with Depression(2) get treatment Y." means getting people useful treatment faster (and not wasting it on people it's not going to help).
More details here.
Caveats - small study (64 people), and I'm sure that we'll find that in a larger pool there are some people who are depressed but don't show up on this test.
Original post on Dreamwidth - there are comments there.