The direct answer is no, dance wil not "cure" depression ( there is no "cure "for depression at this time ).
A good starting point for your article would be
Kaplan and Saddocs "Synopsis of Psychiatry", chapter 29 - Complimentary and Alernative Medicine in Psychiatry and they do discuss dance therapy in here.
There is very solid statistical evidence that excercise alleviates the symptoms of depression ( type in "meta-analysis exercise depression" in Yahoo and you will find some good high quality articles there ).
Neraly all interventions ( both western medicine/alternative medicine/excercise ) have potential side effects - some minor, some life threatening, but when I personally weigh treatment options I do spend a few minutes considering the "near suicide patients" I have treated with permanent brain damage in the ICU from jumps and missed gun shot wounds and ODs.
Depression is a potentially fatal disease with the suicide risk in patients with the depressive disrders at 15%! 95% of people who attempt or commit suicide have a mental disorder, and 80%of this figure are depressed. 30,000 people a year die of suicide in the US ( 650,000 attempts). Nearly an epidemic.
Men commit suicide four times more often than women, although women are 4 times more likely to try - without being sexist, there are somethings I guess men just do better
Seriously, getting back to the original topic, depression has no easy answer and is a major health problem which requires very ,very careful assessment and treatment. A mistaken approach can definitely result in a death. For your article, apart from book research, I would also suggest you interview a psychiatrist and perhaps a family member of someone who has comitted suicide to get a better sense of the complexity of the problem.