It will definitely help. It's a mood stabilizer. Even if you worry or panic about something...you won't get the physical side effects such as a racing heart. After a little while of getting no symptoms from worrying, you will be less likely to worry, and therefore less anxiety.
All meds work differently for each person, but Zoloft is one of the most popular medications for anxiety. If it doesn't work, there are dozens more you can try.
My favorite is Wellbutrin. It has very little side effects, is not an SSRI meaning zero sexual side effects, so it's pleasant to take without troublesome symptoms.
By the way, you can absolutely discuss medications with your doctor. Obviously if you demand something he might say no, but if you explain you've done research and think pill X will be better than pill Y, then he will consider it. He only knows what you tell him, so he doesn't know the extent of your anxiety, or additional symptoms from it, so he goes by what works with the majority.
If you tell him that you don't want a medication that makes you gain weight, tell him and he will adjust it. Same with weight loss, sexual side effects (no sex drive, no ability or orgasm), he will adjust his prescription.
www,askapatient.com has reviews of medications by real people, not doctors. Browse through that and see what symptoms other people have.