Unfortunately there is no icon for anchors in SMF 1.1.x. However all version after 1.1.3 supports anchors by default.
Here is how to use it.
Creating the link:
[iurl=#clicl_me]Click Me[/iurl]
Defining the location:
[anchor=click_me]Destination[/anchor]
Not sure how it is in SMF 2 but in 1.1.x works just great.
Good luck!