I think Mark is right. From everything I can discern from photos, the anchor could be attached to the winch, but wasn't always.
Here's a site with some great DUKW detail shots, including the anchor and its mount on the rear deck.
http://www.kmk-scaleworld.be/walkAround/DUKW/ The Italeri anchor is a pretty simplified version of the thing -- I used bits of it to scratch my own.