The Drill Anywhere feature allows you to drill into and add items in the Chart and Pivot sections that are resident in the Results section, but have not been included in the Chart and Pivot you are viewing. Drill anywhere items are broken out as a new label item(s) automatically. The advantage of this feature is that it instantly allows you to add items to the data set to reflect temporary and hypothetical situations.
The extent to which you can drill into your data depends on how the original query was built, since Drill Anywhere retrieves data from the Results section.