To use anyRemote it needs to have any kind of bluetooth adapter or serial IR adapter.
To use anyRemote over bluetooth connection it needs to install bluez (Bluetooth protocol stack). You should probably install at least bluez-libs, bluez-libs-devel and bluez-utils packages.
To use XTest X11 extension it needs to install libXtst package. Also, it needs to install /usr/include/X11/extensions/XTest.h header if You plans to compile anyRemote from sources (depending on distro it could be in xorg-x11-proto-devel or libXtst-dev packages).
To use anyRemote over IR connection it needs to install irda-util package.
If You plans to use anyRemote with java client it needs to install anyremote-J2ME-client package.
To use anyRemote with web interface it needs to install anyRemote2http package.
If You plan to compile anyRemote form sources it needs to install
If You plans to use GUI front-ends then it needs to install:
To see on-screen help messages it needs to install dialog utility
To make verification steps it is useful to install some terminal emulator, like Minicom or cu. cu can be preferred for its simplisity. In Fedora Linux cu can be installed from uucp package.
If You plans use anyRemote with JSR-82 capabled phone and upload icons to it then it is strongly suggested (especially for Siemens-S65 users) to use Pngout utility.