I would have to say yes, for several reasons:
The stigma; I'm sure most would agree that the stigma attached to mental health issues is a negative one. This can be relieved if the younger generation are more informed, which requires intervention.
The prevalence; given the statistics of how common mental health issues are, I see it fit to inform the next generation of how to identify any issues and how to go about resolving them. I speak from experience here! I believe I was depressed for several months but didn't realise until I had watched a YouTube video re: depression, in which I resonated with the uploader. I subsequently researched the symptoms of depression and realised I was depressed and should seek professional help, as with any other illness. One shouldn't have to stumble across YouTube videos in order to realise they are ill, and I suppose receiving an education re: mental health could rectify this. Indeed, if i hadn't stumbled across said YouTube video I believe I could have been suffering from depression for years without knowing I have a legit medical issue which requires attention.
Having said that, I do agree with some of the other posters about the effectiveness of PSHE lessons, and think inviting an speaker would be a better idea, just to inform people. Had I been informed, I might have thought, "Hang on, perhaps I am depressed, perhaps this is why I am feeling this way!". Regardless of whether or not I was depressed at the time of attending the talk/lecture.