It depends on the T, not all know about it, or are trained and certified in using it. It is often seen as more of an alternative approach. I don't think it's as common of a therapy as EMDR, but more research is being done on it as it has shown very good results for PTSD. You can certainly bring it up to your T and ask her if she has any experience with it or is certified in using it.
Doing EFT on your own is fine, however if you have really serious issues you want to address with it, working with an experienced EFT practitioner (someone who is certified in EFT) may be very beneficial to helping you use the therapy more effectively, more safely, and more quickly. Also you don't have to use EFT as a single therapy, it easily compliments many other forms of therapy.
Most, but not all EFT practitioners will have some sort of therapy background, some are just certified in using EFT, and then others are therapists/psychologists who have been certified in using EFT. An EFT practitioner will vary in the amount of clinical hours and experience that they have with EFT, the most knowledgeable ones that have helped over a certain number of clients and have a certain number of clinical hours in EFT are known as EFT Master practitioners. To date, there are only 29 recognized EFT Masters in the world, that I know of.
Sometimes it can be helpful just to see a professional for a few sessions to help you get started, but it's not always necessary. There is tons of info on the web to learn how to do it, and all the extra techniques that can go along with the basic formula, and how to apply it all correctly. There are even a couple of EFT forums where you can go if you need help, or have any questions on it, usually there are two or three EFT practitioners that hang out on them to help others.
Personally, I had a T over two years ago who taught it to me, but he didn't teach me all the basics and so I didn't find it very helpful at the time. I got interested in it again later and started doing my own research and learning of it, and have since had great success with using it.