supply rules are a bit fuzzy, but you get a feel for it after a while.
In my experience, depots seem to have minimal impact on supply generation, if any. The main use of depots is to allow you to draw replacements when using the Hard attrition rules.
As a rule of thumb, the major cities such as Vienna, Prague, Munich which have a 20-25+ supply level allow you to supply large armies of 1000+ points and re-supply your supply wagons. If possible, you should plan your campaigns so you can winter the bulk of your forces in one of these.
Minor cities which have a 8-12 supply level in summer will allow you to supply armies of 500-1000 points or re-supply your supply wagons, but generally not both.
The big problem are small cities with a 3-5 supply level. During winter, you can have a hard time keeping anything other than a small force supplied.
The latest patch seems to have improved supply issues or maybe I am just getting more of the hang of it.
You can also use the "plunder" or "scorched earth" RGD cards if you are caught in the open, they do help.
Converting an area to your religion also seems to increase supply generation.
In TYW, supply is the number one consideration.