Anycast just refers to BGP announcing an IP address/range out of multiple locations. Most commonly, it's done with DNS because UDP is connectionless. It's becoming increasingly acceptable to do full anycast, i.e. have actual TCP/HTTP(S) on an anycast IP, but there are risks to that approach. If routing changes and you end up changing to a different location during a TCP session, the new location won't have all the state information needed, thus dropping the connection. It's theoretically possible to keep such state information synchronized, but it's sufficiently complex that nobody is doing so. This is why most of the larger, more established CDN's anycast DNS only and don't do full anycast.