In Deathloop, you will find that you are surprisingly fragile. Make a mistake, get caught out in the open against too many enemies, and you can very easily get gunned down. Deathloop is a game of patience and planning, but thankfully it is not so cruel as to not give you a way to heal.
The most basic method is to understand how you lose health in the first place. Each impact from an enemy removes health from your bar, but will not remove it all at once. If you can get to cover and stop taking damage, you can heal back a percentage of the health you lose. If you get hit again, that potential healing instantly disappears, along with yet another chunk of your health.
You can also get Trinkets, helpful items that can buff your character. Some of these Trinkets will allow you to regenerate more health if you can get to safety, or heal up faster.
You can also heal by picking up Fiz-Pop bottles. These are red and white bottles that you can find scattered throughout levels. Finally, you can heal at Health Stations. These look like a giant version of the Fiz-Pop bottles and can be found in a limited capacity throughout the world.