Select the anchored object, then cut. Make sure you dont have an active text cursor and Paste. It's now a free-floating object.
In addition to Peter: unlocking objects with the anchor switch might be prohibited in the Indesign preferences. Check there first. Alternatively, there is a function like "Unlock all objects", available from "Objects" menu.
This might be 2 years late and not very helpful, but to un-anchor an object go Object > Anchored Object > Release while the anchored object is selected. Happy Days.