AnyDesk is provide the administration privileged and elevation when launch a program that prompts with "Do you want to allow this App to make changes to your device".
When you have the a above windows click on the "Retry" button. Then will prompt the UAC window which you can provide the administration privileged.
If you provide the administration credentials correctly, will appear the windows application prompt window.
There is one way to make sure that you can appear the above UAC window using option menu at the AnyDesk menu bar.
Actions Menu with no option to request elevation, indicating AnyDesk to already be installed on the client PC. If not you have to click on the "Request elevation" to to install it and get the UAC prompt window.