No, dont go to an anarchy system for that - the passive scans (clicking on a ship, facing it, waiting for the ship info to say clean or wanted on the hud) will only show if a ship is wanted in the current system. Anarachy systems have no governement or police force, so it is impossible to be wanted there. You can use a kill warrant scan there but ill come back to that.
What you want to do is go to a system that has police force or any authority ships. These systems you can do the passive scan on ships and it will show wanted or clean. Go to the nav point in this system and do your scanning there. Whats great about doing this is the police will swoop in and help you! In my starting sidewinder Ive netted an 80k bounty from an anaconda that the police helped me kill (be carefull, those things can nearly one shot you though, let them take all the aggro) - But for the most part youll only see sidewinders, some vipers or cobras that are wanted. Just keep killing them then go turn some in at the nearest station, rinse, repeat. This is how I saved up for upgrading my sidewinder, then eventually got a viper (pretty quick too!!!)
Now, the kill warrant scan - This thing does an active scan (meaning, you assign the kill warrant scan to a fire group, you target the ship and use the scanner. This will show any bounties that are from outside your system. Careful though, if they arent wanted in your current system (only outside the system) then shooting and killing them will earn you a bounty yourself, (but youll still be able to turn in the bounty for killing them)