A package will download and install dependencies if it is able to find them in the repositories listed in your catalog. In order for that to happen you have the right repository/repositories set up in your catalog in Application Manager.

Enabling in your catalog the more common repositories that I mentioned previously will solve the majority of dependency problems when installing applications. Only every once in a good while you'll come across an application that may need to have someone's personal repository enabled for example, to get the correct dependencies.