Anxiety is a stress response which triggers a reaction. Once the body reacts to the chemicals released from anxiety, pain is usually the symptom.
Picture it like going to the gym and lifting very heavy weight. Your body releases chemical in order to repair the muscle you just tore, hence the pain. That pain is lactic acid build up. The same thing happens when the chemical responses are released with high stress/anxiety.
Pain should and can be viewed as a positive thing b/c it's telling you it's time to stop.
The best way to relieve the pain from anxiety is to off set the chemicals with breathing and exercise. If you get chest pain from anxiety, do some push ups. If you get back pain, do some stretching along with breathing.
The world breaks every one and afterward many are strong in the broken places