The futuro anteriore, like all other compound verbs, is formed with the future form of the auxiliary and the past participle of the verb you want to conjugate. The auxiliary (avere or essere) depends on the verb you want to conjugate and follows the same rules as for the passato prossimo.
A. The futuro anteriore is used to express a future action that will happen in a future time before another future action (with the latter expressed with the futuro semplice). E.g.,
Quando avrò finito il libro te lo restituirò.
When I’m done with the book, I will give it back to you.
La settimana prossima avremo sicuramente finito il progetto.
By next week, we will certainly have finished the project.
B. You can also use the futuro anteriore as a future di probabilità to make speculations about something that probably happened in the past.
For example,
Ieri non ho visto Marco, sarà andato al cinema.
I didn’t see Marco yesterday, he must have gone to the movies.
Quel vestito sarà costato un sacco di soldi.
That dress must have cost a lot of money.