PMS is physical and sometimes mild emotional symptoms.
If your symptoms are primarily mood or emotional based, and are severe, you should look into PMDD (Premenstrual dysphoric disorder). This will differ diagnostically other mood disorders because your symptoms are cyclical with your menstrual cycle, and the onset of bleeding will be a pretty drastic lessening of symptoms.
If you have depression, anxiety, or some other mood disorder, and your symptoms worsen significantly with your menstrual cycle, but don't go away fully even after you start bleeding, you may have premenstrual exacerbation (PME) of an underlying psychiatric disorder.
More studies are needed; latest meta-analysis of existing studies pegs PMDD prevalence at 1.6% of those who menstruate, but the diagnostic criteria for PMDD has a lot of overlap with other mood disorders. PMDD is included in the DSM-5, but PME is not itself recognized as a disorder (though the phenomenon is recognized in much medical literature). PMDD and PME are ongoing areas of research; we don't even know if they share the same mechanisms for causing symptoms, even though there is apparent significant symptom overlap that makes diagnosing them difficult.
"So how do you know if it's PMDD, or if it's PME of depression, or depression and also PMDD?" Careful tracking of symptoms, daily, for at least two menstrual cycles. Which yes, is a long time to be living with severe symptoms BEFORE you can get an accurate diagnosis! A lot of doctors may be inclined to go through other diagnostic labels first, including depression or cyclothymia/bipolar III, and will begin treatment of those before considering PMDD. Thankfully first line treatment options for PMDD overlap with that of other mood disorders (namely, antidepressants), but there are other treatment options for PMDD. Plus psychiatric treatment does NOT always work for PMDD.
The International Association for Premenstrual Disorders is an excellent resource to start your research.