According to the Oxford English Dictionary, an anthology "is any published collection of writings, typically by various authors". The anthology could be a collection of essays, songs, stories, plays, poems, pictures, etc., and generally represent the finest or most appropriate sources to the collection.
The word "anthology" may not appear in the title of the work. A book that is edited or compiled by someone and consists of essays by different authors may be considered an anthology. However, one must be careful because an encyclopedia which generally has an editor or compiler is not an anthology. When in doubt, check the table of contents. If the table of contents shows works by different authors, then the book may be considered an anthology.