My boyfriend told me he wants to commit suicide, what do I do?

He is 20 years old, he told me he feels this way because he says he has no future and has never had plans or goals. It took me a while to get him to tell me this, I knew he was upset but he finally told me about it. He also says he thinks about ways to kill himself at work, and he has a room full of guns and ammo because he likes to go shooting. He said he wants me to leave him to find someone better so I can be happy and said he would likely end up killing himself but he didn't want me to be around when he did. I told him numerous times that I'm only happy with him but I don't know what to do right now. I'm not sure who I should tell, he's not even talking to me right now. He told me all this through text but I'd really like to talk to him in person. I don't know if I should just show up at his house, he really doesn't want to talk about it. He definitely doesn't want help from anyone especially since he won't talk to me. What do I do?