It is usual to associate relaxation with resting. But there are differences. Relaxation does not mean sleeping in the inactive sense of the word. It is conscious and voluntary attempts by the person to put his mind and body at rest. It is not a passive sort of resting but an exercise in mind control.
We have always associated physical rest with the physical and mental relaxation from muscle tension. All through our various civilizations, methods have devised to relax the body, to unwind our muscle tensions.
Yoga is an excellent example of this. This technique places great importance on body postures and their effects on the physical and mental states.
All relaxation must be undertaken in a natural form. Through relaxation, the person tries to master his own body and to control his mental processes. This kind of exercise requires a specialist teacher to begin with.
Here is a video of yoga that can help to relieve anxiety.