You instantiate an anonymous class the same way you instantiate any class, with the
new operator/keyword. There is an example of how it is done in
this post.
You assign it to a reference the same way you assign to any other reference, like this:
Foo f = . . .
You call its methods exactly the same way you call methods on any other reference, like this
f.bar(123, 456);
You could call its
run() method like this
r.run();, but you would actually say something like
new Thread(r).start();