They are NOT anonymous. If I had your wallet address I could see every single token you have. Yes they must be taxed. But they are similar to stocks. They aren't taxable until they are turned into USD. So as long as you keep it as bitcoin until you figure out your tax situation, you should be fine.
I meant it differently.
The address is not anonimous, but does anybody know that I have that address?
Can they know that in any way?
Not easily, but if you start spending more money than you can obviously make from your job: as in if you make a million off of bitcoin and start spending it. They will know that you are spending more money than you are capable of earning and therefore will audit you. Likewise your IP address is linked to your computer and therefore your bitcoin wallet transactions. This means they can find your IP address and link it to Bitcoin Transactions. Bitcoin is not anonymous. Get Monero if you want anonymous.