My boyfriend suddenly told me he has anxiety disorder, what causes it? What can I do?

My boyfriend and I have been together for 4.5 years and he had just recently told me he has anxiety problems, he is going to see the doctor this week to prescribed him some medication. I just don't understand what an anxiety disorder is? You just don't get afraid or freak-out out of nowhere. I "googled" it but I can't understand how one would get that way. I can understand depression though, sometime in the past he had mention about going on antidepressants and I can understand that because in certain times in my life I have been depress too. Well we are new to Chicago and don't know a lot of people and I am wondering if his loneliness is what is causing it. I don't know if it is me, I am really confuse and don't know how to help him. We have been getting along well, he has a good job, so I don't know that this anxiety problem is. It really concerns me because I am not strong enough to help the both of us. I am sad because all my friends and family are back home. I like life here though because we are starting a life together, I am afraid if he falls then I will fall with him. What should I do? Is it me causing him this?