Depends on the type of anchor. Some cement anchors are similar to your average screw, except the threads are wider. Other cement anchors are similar to a toggle screw, and can be much larger. What follows is how to fasten a concrete anchor that is similar to a screw.
You will need to drill a pilot hole with a concrete drill bit. The packaging will likely say what size bit you need, but a rule of thumb is for the pilot hole to be narrower than the threads of the screw (in this case, the anchor) so they can grip the surrounding material firmly. A hammer drill will work well for your pilot hole, though I managed with the 18v dewalt drill/driver for 1/4" anchors. Then you drive your anchor using a drill. It helps to drill the pilot a bit deeper than the length of the anchor. This will ensure the anchor will drive cleanly.
Not sure about your "Mound of cement" statement.