This does depend slightly on the essay that you are writing, however as an overarching structure I would use the following:
Start by stating your argument this can be anything about the theory that you are going to do an essay on so; "one theory of why we develop phobias comes from the behavioural perspective; this claims that fear is a conditioned response..". Follow this statement by some evidence to back up what you have just said, do not make broad statements that you cannot provide evidence of some kind for. So, "DiNardo (1988)found that over 50% of dog phobics could recall being bitten". Once you have included your evidence it is important to tell the examiner why it is relevant to your answer; "this tells us that phobias could be learned by a bad experience in early life". Once you have explained why this study is relevant you need to assess how well it supports the original theory; what are the strengths and limitations of this research? "however, this study does not account for the other 50% of dog phobics, therefore there must be some other process occurring to produce a phobia."
Once you have assessed this study in terms of its strengths and limitations determine what this means for the theory, can we take it as valid and reliable?
Using this general structure should help you to form arguments within your essay, each paragraph should contain evidence and whether or not you can use that evidence to support/contradict the theory you are writing about.