I ACCIDENTALLY helped someone cheat, and now they are threatening me

Hey guys so yesterday I found out this guy so I had fooled around with a couple times had a girlfriend. I felt really bad about what I did so I told the girlfriend, I didn’t want her to find out and it be twisted and I didn’t want her to keep dating a guy that cheated on her. She told him & broke up with him & everything and after he found out he texted me cussing me out freaking out on me for telling her. Blaming the whole thing on me even though it wouldn’t have happened if he hadn’t cheated on her. He is now threatening me saying he’s going to come to my work and he has my nudes and whatever. I’m not sure what he would do if he did come to my work. Here’s a screenshot of what he said. I blocked him on everything and his girlfriend told me she didn’t think he would do anything like that but I am still scared. Should I do anything about it or just hope he doesn’t come?