Hi, "44",
Wikipedia is your friend:
http://en.wikipedia.org/wiki/Zoloft
Like several antidepressants, Zoloft gets used for panic disorder (what gets inter-mingled a lot with agoraphobia).
How an antidepressant works is VERY individual. So your doc is starting you off there. If you're lucky, maybe it'll be one that has minimal side-effect *for you* -- and helps the symptoms.
If something like Zoloft helps, that's a lot better than relying a lot on the tranquilizers (Xanax, etc) -- which tend to be addictive (meaning that when you try to come off them you get the very anxiety that was bedeviling you to begin with.
Also, remember that it can take 1 or 2 or 3 weeks to really know how well an antidepressant will work for you. Meanwhile: try learning how to SLLLOOOOWWWW down your breathing. That's the best *natural* relaxer.
Let us know how you're doing!
—LQ