The Anschluss in not an event but a decision now. As Germany, place your divisions on the border with Austria and then do one of the followings things: ally with Austria (increased chance after event for Nazi coup d'etat in Austria at the beginning of 1938), successfully claim Austria through Demand Territory in the Diplomatic tab (increased chances after Nazi coup d'etat in Austria) or declar war on Austria and occupy Vienna. You'll be able to take the Anschluss decision and get the benefits of the annexation (manpower, leaders, etc.).
NOTE: in 1.01 it is not necessary anymore to have troops on the border with Austria. The other conditions still apply.