There's no legal requirement to report abuse in the UK. Some people are required to by virtue of their employment, eg teachers and social workers but we don't have mandated reporters in the way other countries do. The position is further complicated by there being different legislation across the 4 nations. A lot will depend on how you access counselling, generally speaking people in private practice will hold more confidential than if you access counselling through your local authority.

Your counsellor should have fully explained their position re confidentiality to you when you started working with them but in the UK I would always ask because different people will hold different boundaries depending on their levels if risk tolerance.