This plugin is fully customizable regarding user roles, category permission and the user account that is used for the anonymous posts. By default a) no one is allowed to post anonymous and b) posting anonymous is allowed in no category at all. So you have to go to www.yourforum.com/dashboard/role and allow incognito posts for one or more roles in one or more categories.
You can also specify which user account to use. You can create a user such as "Ghostwriter", "Anonymous" or "Cyrano" or whatever you like and set the line
$Configuration['Plugins']['Incognito']['UserID'] = '2'; accordingly in
/conf/config.php (SystemUserID is used by default)