Counselling is a "talking" therapy, which means that usually it's a one-to-one meeting between you and your chosen counsellor, and jointly you discuss your issues and look for solutions which will suit you. This might be as well as (or instead of) drug treatments from your GP such as anti-depressants or sleeping tablets.
Each approach to counselling works in a different way and you may be more or less comfortable with a particular one. When you choose a counsellor you need to know how they plan to work with you and decide for yourself whether it sounds ok for you.
My personal approach is very like "physiotherapy for your brain", and it works in much the same way. Something hurts, we examine it, we work out some "exercises" to help with it during the week, we meet up next week and see how it went, adjust as necessary and repeat until you feel ready to continue on your own.