One way to help you learn to deal with match pressure in tennis is to make every point in practice important. Here are a couple of ideas to help you work on your mental focus in practice.
Play a set or a whole match with a friend, starting each game at 30-30 and use no ad scoring. This helps you treat every point as a big point.
If you have trouble closing out games, try a game called Back to Love...Whenever you have a game point that you don't convert, your score goes back to love. So if you're ahead 40-30 and lose the next point, the score becomes 0-40.