Signaling: Your brain also plays an important role in protecting you from danger. It keeps track of the information from your senses in order to alert you that you may be in trouble, like if you touch a hot stove and you immediately pull your hand away. Your brain is what stopped you from being badly burned!
Exposure is exactly what it sounds like: putting yourself in situations that cause you anxiety. Your therapist would work with you to slowly build up your confidence and comfort level, starting with situations that cause only a tiny bit of anxiety and slowly working up to situations that are more frightening.