We feel anxiety a LOT in our bodies - think of how your heart might race, or you hands might shake when you are nervous. So when we are feeling anxious, one common way to tackle how we are feeling is through our thoughts and using rational thinking, but it can also be powerful to calm ourselves using our body. When our body starts to relax, this in turn can shift difficult emotions and even make it easier to address the pesky thoughts we may have been having (if we even still are focused on them at all - they may have disappeared!)
Here is a quick breathing exercise for you to try called 4x4 or square or box breathing.
You may want to try this first when you are feeling calm to get the hang of it, then later on when you're starting to feel difficult emotions.
Sometimes it also helps to tie an image to the breath - for example a balloon blowing up as you inhale, and deflating as you exhale.