I have often heard people say that they believe counselling involves the therapist being a teacher and the client is to be taught how to deal with their situation. This is a false premise for reasons I mentioned in my answer to Why are counsellors not supposed to give advice or lead the client? Is it possible for a counsellor not to be leading?.
You mentioned Dialectical Behavioural Therapy (DBT) and there is a similar "therapy" called Cognitive Behaviour Therapy (CBT). Now, I have my thoughts on CBT et al. and in the main, I see them more as band-aids which are stuck over a problem to cover up the root causes so they are no longer affecting the client's behaviour. CBT, DBT, Acceptance and Commitment Therapy (ACT), Metacognitive Therapy (MCT) and similar are not counselling therapies. They are very brief integrative models of approach (generally 6 sessions which are rigidly structured) teaching alternative ways of dealing with the effects rather than dealing with the root causes.
With CBT, for example, you might be presenting worry issues so they will help separate those worries into "practical worries" (problems that are affecting you right now) and "hypothetical worries" (worries not affecting you right now) and teach you to just put the "hypothetical worries" aside and just deal with the "practical worries". For more on this see https://www.psychologytools.com/resource/worry-decision-tree/
In the CBT model, if there are no problems affecting you now, then great! You have nothing to worry about. But...
What if you are suffering from a degenerative physical medical condition, you may be worrying about how you may deal with life situations later when you are not able to walk as much. CBT says, don't worry about them because they are not affecting you right now. But, it may be beneficial to plan for those situations so that they are more easily managed when they do come up.
Sorry, I digressed a little, but...
What I just said demonstrates why counselling is more open, takes longer, and does not directly teach you to do anything specific.
Psychotherapeutic counselling following an ethical framework will provide you a safe and non-judgemental space to discuss and explore the issues you are facing with a person who is trained to listen and guide you through your journey toward discovering how your issues manifested themselves and how you can deal with the root causes such as grief, loss, guilt, shame...
Feelings such as guilt and shame can be so ingrained that you need to spend time with a trained counsellor to properly "unpick it" and deal with it. What made you feel guilty? When did you start feeling that? Why?... Is your feeling of guilt justified in your opinion? Why? Based on your knowledge and ability at the time, could you really have done anything differently?...
Each person is different and so you cannot put the feelings neatly in one box and say "this is what you must do to deal with this".
Going through the questions such as those I gave examples of, you are given the opportunity to safely examine your thoughts and feelings to determine their validity and correct misconceptions built up of the the period of time you have been dealing with your root causes and current situations which have arisen.
How your counsellor helps will depend on the modality (type/model of approach) of therapy they employ. There are many modalities and generally speaking, they are grouped into:
- Psychoanalytical and Psychodynamic therapies (based on Freudian and neo-Freudian theories)
- Humanistic modalities (Non-Feudian — theories from Carl Rogers, Friedrich "Fritz" Perls etc.)
- Integrative counselling (A mixture of different modalities, humanistic and/or psychodynamic).
If you find that your therapist is not right for you, there may be another therapist who is a better fit.
If you are in the UK, The Counselling Directory has a searchable database of registered counsellors, but any counsellor registered with a registering body accredited by the Professional Standards Association is qualified and experienced to provide private counselling.