Physical relaxation is the counterpart of the mental process of releasing stress - the body relaxes muscle tension while the mind releases stress.
Tension and stress are closely intertwined. While the sources of stress are not always easily identifiable, tension as a symptom of stress is clearly visible. The nice thing about relaxation is that there is a feedback loop between the subconscious mind and bodily tension, and by relaxing the subconscious also starts working on releasing stress.
Of course, non-physical problems cannot be solved only on the physical level. Nevertheless, relaxation is a good start and an efficient complementary process. Relaxation requires only a degree of bodily awareness; you can't consciously relax muscles if you are not aware that they are tense.
The most affected areas due to stress are the neck and shoulder areas, along with some facial muscles. If you have the habit of clenching your fists or a similar habit, make sure to relax those muscles too. Biting fingernails or smoking also makes it harder for the body to relax.
Pay attention to the signals of your body and your body will show you how to keep yourself healthy.