Does a person get depressed and have anxiety if he quits drinking cold turkey?

That's part of the withdrawal.

Oh yes, and you will feel it will never end but it will

Going cold turkey makes for all kinds of symptoms.

I recommend that you get some professional support to help you go through this difficult period in your life.

Why this is important is that whatever in your life and in your head that sent you to alcohol for relief is still there, and it is unlikely that you can maintain sobriety without addressing what is making you miserable.

Good Luck to you! :)