CBT therapist break down the problems into 5 sections – thoughts, feelings, situations, actions, body language. A CBT therapist will take a specific situation and then get you to talk about your thoughts, feelings and actions in that situation. Based on that, the therapist will suggest alternate thoughts or actions that can be employed if the same situation arises.
Most often, as a first step, you will work together on the thoughts, then, usually, therapists suggest exposure therapy, i.e. putting yourself in the situation that causes distress, only this time, in a controlled environment and for a short period of time.