Could you please elaborate, what do you mean by “anonymous users”? If the casual visitors to your site, then this plugin does not deal with them in any way.
This plugin tracks the actions of users who have an account, i.e username+password in your WP install. There is an option under plugin’s settings to mark certain user ID’s as ignored. E.g if you would mark an ID “1” as ignored, then you won’t see any log entries for that user under Audit Trail log (except for the “logged in” and “logged out” actions). For example, you might want to not log your own actions if you’re the site’s main administrator. Or maybe you would want to mark your whole team ignored with something like “1,4,7” as ignored users.
Please note that as WP does not display user ID’s anywhere in the admin UI visually, you might have to check the URL’s of user administration pages, as an easy way to find out the ID’s of certain users.
On another note: it might not be the best plugin for your needs, as unfortunately it’s not actively maintained/developed anymore and has known issues with the latest WP versions. I hate to say that as I used to use it successfully for many years, but as issues started to come up with it, had to drop it on several sites.