They can. They are the best option for mild anxiety that most of us experience from time to time. There are many instructional books on relaxation exercises (often paired with deep breathing) and meditation, which is a form of relaxation. They are relatively simple to learn. These approaches can provide relief and can be used anywhere once the person understands the method. Mental health professionals can guide the person who needs a more personal approach to learning relaxation or meditation. More
When people are confronted with unpleasant and potentially harmful stimuli such as foul odors or tastes, PET-scans show increased bloodflow in the amygdala. In these studies, the participants also reported moderate anxiety. This might indicate that anxiety is a protective mechanism designed to prevent the organism from engaging in potentially harmful behaviors.
Social Anxiety Disorder;Fear of social situations in which the person is exposed to unfamiliar people or to possible scrutiny by others. The individual fears that he or she will act in a way (or show anxiety symptoms) that will be embarrassing and humiliating, often times leading to avoidance of social situations and severe distress when participation in social situations can't be avoided. 
Learn how to control your breathing. Hyperventilation brings on many sensations (such as lightheadedness and tightness of the chest) that occur during a panic attack. Deep breathing, on the other hand, can relieve the symptoms of panic. By learning to control your breathing, you can calm yourself down when you begin to feel anxious. And if you know how to control your breathing, you’re also less likely to create the very sensations that you’re afraid of.
Butterflies in your stomach before an important event? Worried about how you will meet a deadline? Nervous about a medical or dental procedure? If so, you are like most people, for whom some worry about major events (like having a child, taking an exam, or buying a house), and/or practical issues (like money or health conditions), is a normal part of life. Similarly, it is not uncommon to have fears about certain things (like spiders, injections, or heights) that cause you to feel some fear, worry, and/or apprehension. For example, many people get startled and feel nervous when they see a snake or a large insect. People can differ in what causes them to feel anxious, but almost everyone experiences some anxiety in the course of their life.
Experiencing a chronic medical condition or severe or frequent illness can also increase risk for anxiety disorders, as well as dealing with significant illness of a family member or loved one. Given that several medical conditions have been linked to significant anxiety, in some cases a physician may perform medical tests to rule out an underlying medical condition. For instance, thyroid disease is often characterized by experiencing significant symptoms of anxiety. Menopause, heart disease, and diabetes have also been linked to anxiety symptoms. Additionally, drug abuse or withdrawal for many substances is characterized by acute anxiety, and chronic substance abuse can increase risk for developing an anxiety disorder. Anxiety can also be a side effect of certain medications. Experiencing significant sleep disturbances, such as difficulty falling asleep or staying asleep, may also be a risk factor for developing an anxiety disorder.
Cognitive Behavioral Therapy (CBT) is an example of one type of psychotherapy that can help people with anxiety disorders. It teaches people different ways of thinking, behaving, and reacting to anxiety-producing and fearful objects and situations. CBT can also help people learn and practice social skills, which is vital for treating social anxiety disorder.