Anchoring a small boat while under sail is not particularly challenging once one knows how one’s boat behaves in various winds. Perhaps the easiest method is similar to that used to pick up a mooring. For that, one needs to know how far the boat will carry her way, head to wind at various speeds and in various wind conditions. With that, one sails on a broad reach under main only, which is the easiest point of sail to manage the boat on, particularly when in an anchorage with other boats. One reaches across the anchorage, down wind of the mooring by the distance the boat will carry her way. When directly down wind of the mooring one tacks head to wind, allowing the main to luff while the boat carries her way up to the mooring where the bowman grabs the mooring with a boat hook and makes her fast. If one is single handing this can be accomplished by sailing past the mooring and hooking the mooring from the cockpit and, with that walking the mooring line to the bow.
Anchoring a small boat can be accomplished in the same manner with a little preparation, which one can make with the yacht hove too. Firstly, one collects the anchor and sufficient rode to get the anchor back to the cockpit, leading the rode “outside” all the lines, of course. With that, one flakes out additional anchor rode on the foredeck of sufficient length for the anchorage at a 3:1 or 4:1 ratio for the depth of the anchorage plus freeboard and makes the rode fast to ones bow cleat or Sampson post. The line should be flaked so that it will run out cleanly as a strain is taken on the line by the ground tackle.
With these preparations complete, one tacks around, secures the jib and approaches the anchorage point on a reach in the same manner one does a mooring. When directly down wind of the anchorage point, ones tacks head to wind, allows the main to luff, and when the boat comes to a stop, drops the anchor over the side. By leaving the mainsheet slack, the yacht will fall back. To aid that, one can push the main out somewhat by hand, or with a boat hook, until she develops some way and one is thereby “sailing in reverse”. With this, the rode flaked out on the bow will feed out in an orderly fashion until the line is fully deployed at which point the strain on the line will set the hook. (Unless of course, you have picked a poor spot and dropped your anchor on grass/weed or cobbles, in which case you’ll have to recover the gear and start over at another location!)
We used the foregoing method on boats from 22 to 30+ feet for many years without difficulty once we had a little practice (best done in an anchorage empty of other yachts for the first few times). More important than knowing how to deploy the anchor under sail, is knowing how to recover it, without breaking one’s back. That’s another story…
FWIW....