Anonymous access policy in sharepoint web application is created for public facing sites, which can be accessed by users having no permission in the site. Anonymous access permission setting is disabled by default. No prompt for user credentials while accessing these anonymous contents is required.
user policy and permission policy level in sharepoint web application step by step procedure is described in this aticle.
How to resolve access denied content type policy templates error. the solution is applicable for the error Access denied uploading template to content type.