There are many different ways of working with different feelings and emotions. Usually, the first instruction is to just know what's happening in the body and the mind - bringing an attitude of kind curiosity to the anxiety, pain, or whatever emotion and knowing: "Oh, anxiety is like this: fluttery feeling in the belly, clamminess of the hands, thoughts getting more speedy," or whatever the actual symptoms are for you. Sometimes just having that degree of receptivity and openness helps the anxiety to change, but it's important NOT to do this with the agenda of trying to make it go away, because this potentially just reinforces aversion in the mind.
If the feeling or emotion gets more intense to the point where it's difficult to stay mindful of it, then another strategy might be to deliberately withdraw the attention from it and go to where there's some ease. For example, noticing parts of the body that are not affected by nervousness (for example, feeling the feet in contact with the ground, or the softening of the shoulders as you breathe out), or perhaps notice the sounds you hear in your environment. Is there any settling that happens when you direct the attention to areas of the body that are more at ease, or as you attend to the sounds in your environment?