I don't think Zoloft can cause candida, it is a SSRI and has totally different action, unless it does something I'm not aware of.
It won't make candida worse, though.
If you don't respond to antidepressants like that one, the Depression maybe caused by the candida though, did you know that? Candida releases neurotoxins.
Your depression/anxiety (if that's what the Zoloft is for) may remit with candida treatment, in some cases that happens but not always. Sometimes it is a different disorder altogether.
This is one to figure out with a doctor who knows about BOTH. Finding one, though, there's the problem...