I don't know about friends in general, but with your S.O. my suggestion would be to perhaps see if you could find some anxiety-related videos, perhaps on YouTube, the two of you could watch together. One good source might be the videos of California therapist Kati Morton:

https://www.youtube.com/user/KatiMorton

PsychCentral also has a YouTube channel.

The two of you could perhaps watch some anxiety-related videos together & then use them as a "jumping-off" point for some further discussion with regard to what you experience & how your S.O. can support you. Watching a few videos on the topic of anxiety might also give you some ideas as to how to explain what you experience to your friends.