An emotion is a feeling and feelings don't have words. But the only way someone can describe how they feel to another is through words.

But what "happens" isn't universal. Some people cry when they're happy, for example :-) Everyone has to learn about their own emotions and how they make them feel. Just like I can't tell you, "You should feel happy that X happened", I also can't tell you "Oh, you're feeling happy!"

There are some chemical component to emotions; sadness/distress/some other extreme feelings can cause a chemical chain reaction so one cries (that's why some psychiatric medicines have the side effect where a person literally cannot cry); that's physiology.

But how you personally interpret an event has a lot to do with what you feel about it and how aware you have made yourself of your feelings (how you have put them into words to "explain" them to yourself), your background and physiology/body/chemical composition, etc. all work together and aren't exactly like anyone else's. There is no "supposed to".

"Most people" don't like not getting what they want. But, some of those people are going to be angry about it, some people will get anxious, some people will be sad. It depends on the individual, not a set "rule".