Usually, the first way Westerners learn to build awareness in yoga is by practicing the poses. But the myriad instructions heard in class aren't just designed to improve your asanas. They give your busy mind something to focus on and therefore keep you in the present moment. For people with anxiety, this is a particular blessing.
Complex instructions also force you to tune in to the subtle shifts occurring in your body. As you become more aware of these changes, you'll begin to notice subtle alterations in your mind and in your mood, too. You'll feel in a tangible way how the body and mind are connected.
As you continue to hone moment-to-moment awareness of your body, breath, emotions, and thoughts in your yoga practice, you'll bring that awareness to your daily life. When you're paying attention, you're more in touch with your thoughts and feelings as they arise in the moment, which is half the battle of resolving them. In other words, when you're able to identify that something is wrong, you can address that particular issue in the moment, rather than ignoring it and unleashing it later in some painful way.