Getting Anima is more or less like a side quest. There are several steps that must be done in order to get her. First, one has to find Baaj Temple on the world map on Cid's Airship. Once done, You must go to Baaj Temple and dive into the underwater circle. There you will meet Geosgaeno, a boss that you will have to defeat.
Strategy to beat Geosgaeno: This boss has attacks known as Stone Punch and KO punch which can be very devastating on your HP. They in turn can finish off your character. For that reason, try to equip Rikku, Tidus and Wakka with armor that stops petrification and death. Once done, use Tidus to put Haste and Protect on everyone. And finally, finish off Geosgaeno with the party's overdrives.
After defeating this boss, swim north into the temple and go straight ahead until you reach the chamber of the fayth. There you will see six statues, each of which represents the 6 cloister of trials in Spira. Every time you pass by a statue, it will activate itself. Note however, by now you must've only used 5 destruction spheres in 5 temples. You must've never obtain the destruction sphere in Zanarkand's Cloister of Trials. Therefore, one of the statues will not activate, thus forcing you to go back to Zanarkand on Cid's airship. Before leaving, make sure to collect the 4 Mega Phoenixs and the Megalixir which are located in treasure chests on both sides of the chamber of fayth.
In Zanarkand, use the teleport pad to get to the Zanarkand dome. Then go up to the actual entrance of the cloister of trials. Once there, you will notice another puzzle waiting to be done. Here you have to step on white squares on three occassions in the first room, and on four occassions in the second, larger room. Once done, you'll see that a panel opens in the first room revealing the destruction sphere. Pick up the sphere and go to the second, larger room. Insert the sphere into the slot to the right of the monitor and the screen will explode, revealing a treasure chest that contains the Magistral Rod. Pick up the item and head back to Baaj Temple.
You can now activate the sixth statue in Baaj Temple. This will then allow you to enter the chamber of fayth, where you can finally obtain Anima.
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