It's a "medical" exam by an independent doctor. They need recent medical history. If you do not go to the doctor's very often/haven't been "recently" (physical and mental), they're evaluating this. That you "have" a doctor is not enough, if you are ill, you are being treated with the hope you will get well. Your work history is not all that important to them at this stage.
You don't have to "do" anything for the exam, it's just a 10-15 minute talk/look-see; probably only some of your record has been sent to this doctor (who is not a Social Security doctor, there's no such thing; think of it like when your car is damaged and your insurance company gives you a list of places to get it fixed; they work with those places but those places don't answer to them) and he may/may not have read it.
http://www.ssdanswers.com/2010/02/25...ative-exam-ce/