Supervision work can be of individuals or groups in all helping professions, including coaching and counselling. Often it is a professional requirement to have a supervisor but this should not be seen as the only reason to request supervision.
Working with a supervisor is not like working with a counsellor. The supervisor will not invite you to explore personal issues, although issues might arise that could be separately taken to therapy. A supervisee brings their work with other people into the supervision session and between the supervisor and supervisee, any difficulties and uncertainties are explored within the supervision relationship. This can be powerful at times, as any anger, grief, confusion, despair or whatever that the supervisee brings from their own work is brought alive during the session with the supervisor.