There are two types of "anonymous donations"
1. The Donor is known to us but has asked to donate anonymously.
In this case, record the donation as you would any other and then click the Anonymous Gift box on the record.
2. We actually don't know who the money came from.
This happens in the case of cash donations at events or canvasses, aggregated giving through Facebook or other platforms, etc. In this case, you can attribute the gift to the Anonymous for Donations Household. And since it will be an individual gift, you can give the donor contact role to Person Anonymous for Donations in order to ensure that individual donations always have someone with a Donor contact role.