Like Lord_Kane said, Anarchy levels are Multiplayer-specific. Basically anarchy is a mode where there are no robots and all the players are just fighting each other. I believe some older versions of Descent (and/or level editors) wouldn't allow a level to be made without a reactor, so many anarchy levels have reactors even though they're never used (and they may not have exits).
Having a reactor in the level also allowed for a player to basically end the "round" and start a new one with fresh kill counts. I believe you could also queue up a number of different levels so it was a way to end the round and move on to the next map.
I know this message is old, but just putting in my two cents as Overload was recently released, which is basically a modern version of Descent developed by the original creators of the game!
So I've been bitten by the Descent bug now and I recently bought the old games to play again, although I'm having an issue with the original Descent, in that I can hear the game start up and the sounds are there, but my screen is just a solid green. Any tips on how to fix it?
EDIT: I've just fixed my screen problem. All I had to do was edit the dosboxDescent.conf file and change the output from overlay to
just to note, in case others have the issue and it may help, I'm on windows 7 and the issue usually gave me a green screen, but one time my screen went blue. Basically, if you can hear the game sounds but get a blank screen, try just editing the dosboxDescent.conf file to have output=opengl and see if that works.