Welcome man. Extremely common to a) possess approach anxiety and b) not know how to properly structure an interaction.
A proper interaction is like anything, there's a beginning middle and end. In simplest terms it goes like this: Opener (doesn't matter what you say here but try to avoid the abrupt and socially-stunted "hi you're cute what's your name" that she hears every day or canned cheeseball "who lies more" openers), banter (upbeat/teasingly/flirtatiously), exchange personal background info, close.
The main thing is to have your body language/tonality/eye contact on point and to speak to the woman like she's already your girlfriend. Dripping in socially calibrated sexual intent makes it a lot easier for you too. Easier for the woman also: She knows you're not there to be her buddy.
Guys new to this stuff have a hard time believing this from time to time, but you can have a conversation about paint drying (no exaggeration) and she will be hanging on your every word if you possess the characteristics laid out in the previous paragraph. She will also know your intent because women are not men. They are intuitive/emotionally-aware and able to read this very easily.
As far as overcoming the approach anxiety, it will be there at the start of every day so just get used to it and start talking to women because the second you do that it goes away.
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I didn't know how to get to that point of "can we hang out sometime" or get their number.
Change your frame. Your close should be stronger, something along the lines of "I'll text you for a drink/coffee/smoothie sometime" or "I'll take your # and we can hang out." A statement of intent.