Dark Anchors, or Dolmen as they also are known as, are enormous interplanar machines that Molag Bal has created to merge Tamriel with his own Daedric Plane of Coldharbour.
The spawn is random and once discovered you will activate it (if it has not just been finished by others).
Worm Cult Battlemages will appear and start a ritual. Once you attack them the battle will begin and four Anchor Pinions will appear while the daedra keeps coming from above. You have to close these pinions and by killing the daedras around you they will be activated. Once the four pinions has been closed the final battle will take place. When the boss/bosses has been killed a fifth pinion will appear. Closing it will end the battle and you have completed a Dark Anchor.

 

 

PRESS PICTURE TO OPEN