Is it true that sudden cardiac arrest can happen to anyone anytime without warning?

A bit broad.: Cardiac arrest is caused by disease of the heart, either coronary artery disease or problems in the conducting system and muscle. If you don't have cardiac disease it's highly unlikely you would develop sudden cardiac arrest unless some catastrophic accident occurred such as electrical shock or trauma.

Risk factors: It is a question of risk factors such as family history, cholesterol, high blood pressure, smoking and diabetes. The more risk factors the higher the chance. Answer is therefore no.

Otherwise: Otherwise everybody would need a cardiologist and that would not make any sense. No reason to be scared.