Not sure about the possibility of creating an anonymous project?
As an unlogged-in user, you can create an anonymous project from a Knowledge Model preview link that the Owner of the Prject sent you. This project can be filled out and shared as a regular project. Although, in this mode you cannot create a preview or documents. In order to be able to you would have to log in.
To create an anonymous project as an unlogged-in user go to the Knowledge Model preview link and click on "Create Project".
Now you can work with the anonymous project as usual (fill out, share).
Note that if you log in and use the link of the project you can claim ownership of the project (ie. the project will not be anonymous anymore). Also note, that the ownership will go to the first person that claims it.
First, log in to your DSW account. Then go to the link of the anonymous project and click on the "Add to my projects" button.