For the anchors popdown to appear then the anchor needs to be in the same page as the link you're trying to create. This seems to work for me if I try it now.
If you want to link across pages using an anchor, then you would need to create the anchor in the target page, like "myanchor" then in the source page, add the link as usual, and add "#myanchor" onto the end of the URL.
Thanks
Joe