"How are you dealing with it?" is kind of phrase?
Yes, "how are you dealing with it?" is a phrase. To "deal with" something in this context is a phrasal verb that means to "handle", "manage", or be able to control something. Often to "deal with" something refers to managing some sort of a stressful problem or emotions. Ex: He is having a hard time dealing with the death of his mother. Ex: I don't know how to deal with my anxiety.