I'm not sure what is it means by "anonymous wallet". What is that exactly?
At this time all the coin transfers are visible in the blockchain (sending wallet address, receiving wallet address), so people can track if they know your wallets. The anonymous wallet hide the traces of the transactions. For example, you send x amount from wallet A to wallet B, instead of seeing in blockchain amount x from A to B, you will see amount x (or even different amounts) from A to X, then Y to B, where X, Y are random wallets, so you can't relate this to a transaction from A to B. Thus this protects your privacy.
