Give him this number as well--1-800-273-8255. It's the National Suicide Prevention Hotline. Hang on to it for yourself as well; they're there for you, too, to help you help your friend. This website has some good information on helping college students deal with this sort of thing:
ULifeline
Either way, this kind of behavior merits a heads-up to his family and someone on campus. Period. You can try finding out a way to contact his university's psych/counseling services and ask them what to do or who to talk to on their campus.