Zyprexa is an anti-psychotic and can be used as an adjunct treatment (along with an antidepressant) in treatment of
depression and anxiety that hasn't responded well to just an antidepressant. Again, just in my humble opinion, I think there are better options out there, especially to START with.
Have you tried any other medication? Therapy? How long have you had anxiety issues? Have you been officially diagnosed with an anxiety disorder, preferrably by a psychiatrist?