THE GREAT DEPRESSION: America in the 1930s by T.H. Wilkins (Back Bay Books: $12.95; 375 pp., illustrated). The author of an award-winning biography of Harold Ickes, T. H. Wilkens explores the causes and effects of the Depression in this exceptional history. Noting, "it was the worst of times, a terrible, scarring experience that changed this country and its people forever," he explains how the Depression altered attitudes toward government and business in America. Franklin Roosevelt and the members of his Administration limited the corporate excesses of the '20s and worked to alleviate the conditions of million of impoverished Americans. Herbert Hoover's concern for business, rather than the needs of the poor, foreshadows the recent statements of Newt Gringrich: "Throughout his term he held to the firm belief that direct relief to the individual was not the business of the federal government. . . ."