As far as anchoring, I looked at Lisa's "Getting Started: The Four-Step Pattern" free lesson if that's the one you're talking about. Ya she says to anchor to help orient yourself, which it does help with. Depends on what you're doing since like I mentioned there is no 1 correct way to do things. If you know you are only going to be playing with your thumb and first 2 fingers like the exercise she gave in that video, then sure, you can use the fingers you aren't using to anchor down. When you start getting into more complex pieces where you can be using any finger, anchoring will just get in the way and you'll want to be in a more "free" position for your fingers to move around. You'll see this when you start using your ring finger. Pinky isn't used as much depending on what style of music you are playing, but it has it's role. By the way, what style of music are you placing? :p
Getting a teacher in the beginning stages helps a ton since they can immediately correct any mistakes you are making. Problem is if you get a teacher that teaches you "wrong", so find a good one. After playing metal on my electric for 13 years, I picked up classical and flamenco about a year and a half ago and it was like going back to the 5th grade when I first picked up a guitar! Right hand technique is hard stuff. The best advice I can give is to (obviously) practice, but consistency is what is going to get you somewhere. I'm sure you already know this, but it's twice as important when you learn something new at this point. If you skip practice for 2-3+ days a week, a few months can fly by and you realize you aren't progressing much.
I actually just realized that I don't see any classical guitar lessons on the site. There is a "classical" section, but the guy is using an electric guitar. Anyone know if there are any lessons where the instructor teaches for a nylon string guitar?