Ok op, anxiety isn't something you can deal with easily, it also depends on how bad a person's anxiety is. Coping with it is very hard in general, it's basically like living in fear for the future, it's very unpleasant and causes a person a lot of grief and can lead to depression. If you experience this regularly, you probably have a anxiety disorder, best way to deal with this is therapy and medications.
Normal anxiety has many different types, such as existential, social and performance types, they all have the same basic effects but dealing with them is very different.
Performance/ test anxiety is the kind of anxiety you get before a major test or performance, your scared you'll fail and somehow this will stuff up your life, causing worry and dread to the person. Medications can supress the anxiety but I personally think the side effects are not worth it. Dealing with this type, you just have to be confident and have plenty of practice pre-performance/ test.
Existential crisis, we all had them in the past I'm sure. Where you question your own life, purpose, value and meaning. I want to note depression has strong ties with anxiety, if you are depressed, get help. One again medication such as antidepressants can be useful but there are side effects. Existential crisis occurs through dissatisfactions of life, traumas, sense of isolation, shattered reality etc., so try and find a purpose for your life, move on if you can and follow your passions and dreams.
SAD, it's quite a sad thing that Social Anxiety Disorder is so common. Where a person fears social interaction, they are uncomfortable, they stutter, stammer, tremble, it's not just uncomfortable for them, but for everyone. They are overly self-conscious and set terribly high standards for themselves. Once again medication and therapy is still there for you. To deal with this I think they should be initiating more conversations, establishing more friendships, interacting more with members of the same and opposite sex, it's a awkwardness you can get over by improving your social skills.
(I could be wrong so feel free to correct me if you find mistakes and errors)