Well I'm going to jump in here. There are several routes. Where I live in Canada

1. the usual method is to see your family doctor. They will do an initial assessment and make a referral to a psychiatrist. They in turn may refer you to a psychologist for therapy.
2 EAPs. Most employers have an Employee Assistance Plan. Generally they will send/provide some supportive information AND they will refer you or even schedule for you a therapist. This therapist may send you back to your doctor to have them write a prescription.
3. Local health region centralized intake. They will set you up with a therapist too
4. your Emergency Room. If you are feeling desperate this is your best resource for help. No turning up there won't mean you will be hospitalized. In most cases they will stabilize you, get a prioritized referral to a psychiatrist and prescribe you medication. They can also provide you with information on where to turn until you do get that referral.

This is Saskatchewan. I'm sure every country and region is different. But, I can't say enough, your family doctor is an excellent start.