how do you make a sim study if he is depressed

By finding a way to make him happy again.
Try to do anything that will make the mood for The Sim go from depressed to happy again, by having most of his needs; Toilet, hungry, tiredness, Fun, etc, have all been fulfilled.

He will then continue with studying if he's in a good mood again.

Don't forget the social needs too. The main reasons Sims get depressed are not having enough fun and not spending enough time with friends. Invite a friend over and watch TV together to cover both needs at once.

^said.