What tests would a doctor do to see if physical symptoms such as lightheadedness palpitations breathlessness etc are coming from anxiety and/or depression?

Medical assessment: Before these symptoms can be attributed to anxiety or depression, you must undergo a medical assessment by an MD that involves a thorough history & system review, complete physical examination, testing to check for blood pressure abnormality, cardiac arrhythmia, hyperthyroidism,pulmonary disorders,anemia,etc. After the workup you may be referred for psychiatric evaluation, stress management,etc