What happens during an adult physical?

I know the obvious things such as: the doctor will check your vitals (heart rate, lungs/breathing, blood pressure, and ears/nose), ask you if you have any new health problems/issues, ask about your medications, and he or she conducts a full-body exam. What else happens during an adult physical exam, or is this about it? Also, I know all doctors by law are not allowed to disclose any kind of privileged patient information to ANYONE, but what if when they ask you if you drink or do drugs, you say yes but you’re not 21? Can they report you to somebody for breaking the law? Or is this also covered in the patient privacy laws?