I wouldn’t personally recommend listening to delta wave frequencies for depression, so I’m not sure who advised you to do that? People with depression usually have a higher ratio of theta and delta wave activity, so I would normally recommend listening to high alpha wave and low beta wave frequencies, to help balance things. I have some 10Hz alpha tracks for serotonin release, which you can try for free on my YouTube channel here: https://www.youtube.com/watch?v=3NSUcuzpRcY&list=PLveg0IEcZWN6T86nhmSrdwG2kMQtcLRou. I also recommend you give these SMR (low beta wave) tracks a try: https://www.youtube.com/watch?v=HGTvBbrEwZQ&list=PLveg0IEcZWN7yaMaKr8F-eWHALk2_zGqY. I hope that helps.
However, with this integration will come upheavals as the mind is forced to integrate areas of the brain that were previously sequestered. Repressed memories and unpleasant emotions from the past will often rise to the surface of the mind to be processed and healed. This is sometimes referred to as "processing the shadow" within one's mind and emotions.
♥  I'm an ADHD high school student and I've found that this sound really helps me to get my homework done. Normally, I would be up very late writing essays and studying for tests because I can't sit down and focus on them, but this helps me to focus and also keeps me awake even late at night so I can continue to work. I love this site and I know I'll use it for a long time!
Theta: This brainwave pattern is associated with deep relaxation and with some stages of sleep, including the lighter stages of non-REM (NREM) sleep. REM sleep itself is mostly composed of beta wave and other activity that’s similar to an alert, waking brain. Deep meditation produces theta waves, which are slower and lower frequency (between 5-8 hertz) than Alpha waves. That murky barrier between sleep and wakefulness, when you’re drifting in and out of sleep, and your thoughts feel dreamlike and difficult to remember? That’s a theta-dominant state of consciousness.

I have been browsing on the site you linked and have narrowed it down to ‘Deep Meditation Music’ and/or Chakra Healing Meditation’ I feel that could be good for me. There is only one thing that makes me hesitant. The description of the first one says ‘higher spiritual awareness’. I consider myself to be a spiritual person but my energy is to high, I’m to high in my body. I need to connect with the chakra’s in my lower body, instead of (or in addition to) the upper once(s). So ‘higher spiritual awareness’, what does that means? Does that mean the higher chakra’s will be more stimulated/activated?
How does brainwave entrainment work? Consistent, precisely engineered audio frequencies in the form of binaural beats cause the brain’s frequencies to match the stimulus. Your brain perceives two beats with slightly different frequencies (which are inaudible to the ear) through your headphones. It takes the difference between the two, and matches its own frequency to it. This is called the “frequency following” response.
In the average person, the activity of one brain hemisphere is dominant over the other, called brain lateralization. This hemispheric imbalance leads us to experience the world in a black and white way, perceiving separation over connectedness. When brainwave entrainment is used to synchronize brainwave activity in both hemispheres simultaneously, a person can more easily integrate information from all parts of the brain and solve problems with greater intelligence and sensitivity.
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One can also learn to control and slow down their brain waves through various neurofeedback technologies such as electroencephalograph (EEG), galvanic skin response (GSR), and heart, pulse and breath rate monitors. These devices measure stress and relaxation parameters and then "play" back the signals to the user so they can use the signals as a beacon to guide and "steer" themselves into a relaxed state. This takes some time, work and discipline but is much quicker than learning meditation.
So, in summary, binaural beats certainly do not work the way the sellers claim, but there's no reason to think they're any less effective than any other music track you might listen to that effects you in a way you like. If they make you sleepy (like they all do for me), use them to go to sleep. If they relax you or get you amped, use them for that. But don't expect them to be any more effective than regular music. If someone you know claims that they are, put them to the test, and bust the myth.
Neural oscillations are rhythmic or repetitive electrochemical activity in the brain and central nervous system. Such oscillations can be characterized by their frequency, amplitude and phase. Neural tissue can generate oscillatory activity driven by mechanisms within individual neurons, as well as by interactions between them. They may also adjust frequency to synchronize with the periodic vibration of external acoustic or visual stimuli.[3]