Acquire a venue. This can be an established gallery or a space that you rent solely for your sale. The more central and visible it is, the more expensive it will be. Get the most visible site that you can afford. If your sale is hidden away, you will not sell enough to make it worthwhile. Advertise widely, and rather than trying to hide the fact that the art is anonymous, stress that fact as a novel selling point.
Give the buyer as much information as you have about the art. Buyers will want to know who made the art, where and when it was made, and what galleries and individuals have owned it. While some of this information may be available to you, it is less likely with a piece by an unknown artist. Do not mislead your customers by telling them things you don't know to be true. Unlike very famous works of art, whose value is often dependent on the reputation of the artist, anonymous art will sell largely for the aesthetic value of the work itself and will almost certainly bring lower prices than work by a known artist.
Sell the work to interested buyers and pocket the profit, if you are selling work that you own outright. If you are acting as an agent for the owner of the art, you will need to arrange appropriate accounting, wherein your commission goes to your bank account and the remainder to the owner. Don't underestimate the peripheral costs of an exhibition: gallery rentals, advertising, and catering for openings can add up very quickly.
Re-invest the profits from your sale into more art of a similar nature. In this way you will begin to develop your reputation as a dealer in a certain kind of art, and buyers will think of you when they are seeking it. Stress the fact that anonymous art is valued for its own sake, and not the reputation of its creator.