Hi, as someone with experience in a GP surgery and who deals with patients in primary care with anxiety / depressive conditiions, it starts out with the gp asking you a few questions (either in the form of a questionnaire or general open questions relating yourself, how your daily life has been affected, have you tried anything).
in terms of treatment options, therapy should be the primary option in people who are non-suicidal/at risk of great harm but the sad reality is that a lot of GPs will prescribe antidepressants (antidepressants are surprisingly the 1st line of treatment for anxiety disorders) as for whatever reasons (poor local mental health facilities, being unwilling to refer patients due to laziness/ whatever).
If you get therapy recommendation, go for it, but be aware there may be a waiting list