My cravings were exhibited in my depression. Anxiety, too. There are many paths to sobriety, and their are threads here about many different programs.
Try them all! Or just try one to see if it works for you. I grabbed a program that has me hanging with others in recovery, and, guess what? I found others struggling with depression and anxiety and found out my malady wasn't unique.
That was empowering and encouraging for me. I learned from them a lot.
But if you do join a 12 step group, well, joining a 12 step group and not doing the steps just doesn't make much sense. I had to dig down inside and figure out reasons for my depression and anxiety other than just going without benzos and booze.