Finding the triggers is the first step in treating your dog's separation anxiety. What triggers your dog's anxiety when you leave? When do you put your shoes on?
Start slowly when you initially begin to desensitise your dog to being left alone. Start by leaving them alone for a short while, then gradually extend your absence.
When you leave your dog, make sure to give them something to do. This could be a toy, a treat, or even just a piece of clothing that smells like you.
When your dog is whining and pawing at the door, it may be difficult to resist, but it's crucial to resist. If you do, you'll only encourage it and worsen their behaviour.
You can progressively extend your absences as your dog becomes more accustomed to being alone. Starting with 15 minutes, work up to 30 minutes, and so forth.
Don't get discouraged if your dog doesn't improve overnight. Just keep working with them, and eventually they'll learn to cope with being left alone.
If you're having trouble relieving your dog's separation anxiety, think about seeking expert assistance from a licenced animal behaviourist.