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I'm not sure if I understand your question but I suspect what you're looking for is "group permissions".
Group permissions, for instance, can allow you to see a menu option while logged in as webmaster that anonymous users cannot see.
Go to the system administration page, click the "systems admin" button, then click groups. When you reach the groups page, choose (at the top) which group you want to modify. Once you've set up what you want that group to be able to see or do, click "update group" at the bottom.
It's up to you, but I'm thinking it's a safe bet that you don't want to grant any anonymous users admin rights. On the other hand, you may choose to allow anonymous users to access everything.
Hope this helps...