Sounds like you're in a hard and lonely place but I think it would help if you had some outside external help for backup. If there's no counselling system im place at school (legally there should be something or at least a named person dealing with welfare issues) you can go to your local Connexions office if not your GP. It's important to have someone who has an idea of what's going on for you, who you can touch base with, even if they are not the be-all and end-all. At the moment I'm guesssing no one knows how bad things are for you, although they may have some clues.
When you're depressed it's hard to keep an interest in hobbies, but think about what you do like: gigs, sport, art, like the other repliers have mentioned.
The friends you do have at college, what do you talk about with them? What draws you to them? Any shared interests? Could you suggest some evenings out (you may have to push yourself to do this) and explain that it's hard living so far away and maybe arrange to meet earlier?
Do what you can, every small step is a step towards helping yourself, and congratulate yourself for that. Good luck, and you're not alone.