Welcome to YT. It's wonderful you have rescued one of these little treasures. I have often read of people training them by getting their handbag and keys and leaving for like 5 minutes and then returning; continue doing this by leaving for 10 minutes the next time, etc. When you leave don't make a big deal out of it. Do the same when you return. Don't make a big deal out of returning home. Some little one's feel more secure in a crate or x-pen when left at home by themselves, too. Perhaps the following will help you some.
Separation Anxiety - VeterinaryPartner.com - a VIN company!