Hey @KaaPTaaNY, thanks for getting through to us, welcome to forums and glad to see new faces in the community! Hope you'll continue to enjoy the game and have many good moments to experience!
In relation to your queries, we have a dev blog that has been released a little while back, however it's what essentially outlines a little more information about the differences between campaign and sandbox game modes. To keep it simple, campaign is what new players tend to play in order to familiarise with the game and sandbox (more information about it here) is a game mode that allows you to customise your in-game settings as well as play with other people, which is something that is not possible in campaign mode.
In regards to Anarchist DLC, it is something you're also able to access in Campaign mode and isn't exclusive to Sandbox mod only .
Hope this answers your questions and if you do have any further queries or run into any difficulties, feel free to reach out at any time!