To stay alone so that nobody else can disturb me......←_←

A long walk in the countryside or by the sea, perhaps? You've asked an interesting question, Joy. But even when you're talking about something interesting, you shouldn't neglect your basic grammar. You've asked the same question twice, each time with a basic mistake. The first time you wrote 'What kind of things are people do..?' and the second time you wrote 'What did they do when they are sad?'. You know how to ask a question in the simple present, surely? Why don't you have a go at asking these questions again, this time with the correct auxiliary verbs?

'I know a lot of people are excellent at controlling their emotions. Yet what do they do when they are sad, angry, or heartbroken?" I this what your are looking for in your message? And to answer that message, I usually drink beer and sit with my dog. ;) Good luck on your language journey.

People, at their most primitive level, and scream at others, lash out physical and strike others, or just throw physical objects and break them. When people are able to refine those primitive feelings, they are able to communicate their feelings to others and talk about what causes them to feel sad, angry, depressed, or heartbroken. There are other skills also. Sometimes people can use their powers of analysis to understand what is happening to them. Knowledge is a powerful form of a Coping Mechanism. For example, just understanding the causes of pain can empower a person to cope with it.

Crying is one normal outlet for feelings of anxiety. At other times, people can reveal their difficulties to a trusted friend, especially if they feel that their heart is broken. An appropriate outlet for feelings of anger is just to let the other person know you are angry. Of course, it may be different in different cultures. In the USA, I can tell people that I am angry about something, and they will talk to me about the issue. It is entirely possible that in another country, you can share the fact that you are angry, and people will not care or respond to you in a caring way.