Zyprexa is classed as an "atypical antipsychotic" medication. It can be prescribed to treat many different mental illnesses and mood disorders, including schizophrenia, bipolar disorder, depression. Have you been diagnosed with a certain disorder, or is this med being recommended for your mental state during w/d?
There are some considerations when on Zyprexa, you will have to have occasional blood work done, as Zyprexa can cause high blood sugar, increased cholesterol and lipids. If you are at increased risk for heart disease, there may be some risks that you would want to talk to your doctor about.
Forgot to mention, Zyprexa is not habit forming, but it shouldn't be stopped abruptly. It should be gradually tapered if it is to be d/c'ed.