These behaviors can be diminished only when a plan of action is in course. You can’t expect the anxiety just to disappear when nothing has been done to cure it. Just like any other health condition, a dog suffering from this kind of problem will need to seek professional help from their veterinarian to identify the underlying cause. From there, your vet will be able to recommend tips on how to avoid these triggers or provide anti-anxiety medication for dogs if their condition is in a severe stage.  
Consider clicker training. Clicker training is a method of delivering immediate praise with the help of a clicker. You can click faster than you can give a treat or pet your dog's head. As such, clicker training reinforces good behavior fast enough for a dog's learning speed. It works by creating a positive association between the click sound and rewards. Eventually, your dog will consider the sound of the clicker itself reward enough for good behavior. You can apply the principle of clicker training to any dog command.
Though we are aiming for natural solutions you can do yourself or pick up at the pet store, you'll still want to consult your vet before trying supplements, even natural ones. That said, Rescue Remedy is a popular solution for those leaning toward herbal supplements to treat anxiety. Rescue Remedy is a mix of natural herb and flower extracts that can calm the nerves. It comes in everything from drops to sprays to gums for humans, and they do indeed have a pet-specific blend. You can add a couple drops to your dog's water dish, or add a drop to a treat. Another possible supplement is the Tranquility Blend formula from Animal Essentials.
Unless you plan to keep your dog outdoors--and few of us do because it's not recommended--you'll need to teach your dog where to eliminate. Therefore, house training (also called housebreaking or potty training) is one of the first things you need to work on with your dog. Crate training can be a very helpful part of the training process. This includes house training as well as many other areas of training:
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