If you don't know who wrote a poem, the author is anonymous. If you don't know who donated a gift to a museum, it's called an anonymous gift from an anonymous donor. Anonymous means a person unknown.
Alcoholics Anonymous takes its name from the fact that it's a confidential group––people use only their first names and do not identify one another as members of the group. Another related meaning of anonymous is to describe something that does not have any special qualities. If you work in an anonymous office building, its design is pretty typical and not very interesting.