The Anonymous user is a system account that does not require authentication using credentials. It is disabled in Appian, by default.
The Anonymous account:
Must be enabled if you need to send email messages to start process models.
Is denied access to all other objects, pages, applications, or items in the portal other than the right to trigger a process using email.
Is automatically in the Application User Role without you needing to add it to the role's group. Adding the anonymous user to another user role has no effect; it will always be considered in the Application User Role.