Therapy is itself a tool, like taking a class might help you learn skills needed to work at a particular career. However, the class might help toward a bunch of different careers, it depends on how you use it for what you want it for.

Yes, deep breathing and distraction are great tools. If you are anxiety prone, deep breathing can help calm. Distraction is great for any kind of mental/emotional pain. Going and doing something so you do not get stuck in self-defeating thinking cycles can allow time to pass so moods and bad feelings can too.

There are a great many more subtle, "advanced" tools too, that one can use with one's particular problems but which may be hard to master until one get to know one's self better. I was in therapy with the same therapist for 9 years at a stretch; in my experience, it can take 3-5 years of consistent, hard work with a single therapist to get to the level where one's specialized advanced tools make sense and can be learned.