What's the difference between coaching and counselling or other therapies?

Coaching is not therapy.  In therapy, a patient works toward healing to become OK, functional, and content.  In leadership coaching, a client works towards their vision. In this way, the client becomes more powerful, focused and influential. 

If you have one of any number of deep psychological problems, such as chronic anxiety, depression or anger management problems, abuse or addiction, you should seek the help of a qualified therapist.  I am not trained to diagnose or treat these problems and I am not a therapist.