Yes, that's what his job is... to help you learn how to do it. When someone is desperate for comfort it is hard not to pin hopes on being comforted... but it really is such an amazing thing to learn how to do for yourself. It takes time. But a good T will help you with it. Make it a priority in your therapy if it is hard for you. The sooner you can support and care for yourself emotionally the easier it will be for you all round.