Hello, I am currently learning about Canadian history and their involvement in WWI and WWII so I can probably help you :)
Anyway, the Depression didnt really end...in fact WWII was the major way out of the depression. You see, war may have severe consequences, but from an economical standpoint, it a great thing. Thousands of business and factorie, many of them producing war good such a munition. This obviously created thousand of job and decreased the unemployment.
Canada officially declared war (on it own) on August 10th 1939, Britain did it 7 day earlier, Aujust 3rd.
E-mail me if you have any further question :)