What’s what? And why does the distinction matter?
There are lots of ways to get help. And asking for help is a good thing.
Therapy is a healthcare-type of intervention, and is typically regulated in a similar way as other ways of providing medical help. Practitioners have minimum training requirements, pass a state exam and have clear rules and regulations how, when where and in which areas to practice, and when to hand over. Therapy might be funded by the healthcare system, insurance, through a charity or occasional programs via an employer, or directly by the individual.
Coaching is largely unregulated. Coaches are qualified (or not), they might have gotten formal training (or not), their training might have featured mental health issues or boundaries between therapy and coaching (or not). Professional bodies help somewhat, but it is nowhere near as stringent as other professions. Coaching is typically funded by an organization or the individual, or occasionally comes with other programs.
Here is an overview I recently created:

And here is a more “colloquial” visualization.

Look after yourself. In times of crisis, go to A&E or call your local emergency number, or the Samaritans.