Does counselling work? Yes, but not on its own. Its not a passive thing, its a collaborative process between client and counsellor. If the person recognises that they need help (whether they are a gambler or a relative) and takes actions to get the help (referral to a counsellor may be a place to start), and if they are prepared to look at their thoughts feelings and behaviours, also being prepared to make any changes necessary, then it is likely that most people will be helped.
Talking therapies have been around for over a hundred years now, and they work in different ways. I'm not going to try to give definitions and examples of all different counselling approaches - there are loads of good guides already available.
There are lots of different counselling models, with their own specific formulations about how problems develop, and how to remedy them.
No system will work with every client, and most counsellors find they work better within a particular model.
If you want to examine an object, you can do it by shining light on it and observing. If you shine red light on it you will see it differently from shining blue light. You can check it by tapping it, weighing it, X-raying it, shining ultraviolet etc. But its all the same object. Different counselling models can be seen as each highlighting different apsects of the clients lives
Counselling, essentially, is helping to make the hidden observable, and making adjustments according to the experiences of the client. By exploring the thoughts, feelings and behaviour, any that are unwanted or unhelpful can be intentionally changed.
There are no promises or guarantees of outcome.
In order to protect clients it is advisable to go to counsellors who subscribe to a code of practice. I am a member of the BACP and you can check me out on their website.