If SharePoint is on a different server to Anaplan XL Web and Anaplan XL Web is using Windows Authentication, then by default the user's credentials won't be passed from Anaplan XL Web to Sharepoint. 

This'll prevent the reports from displaying correctly (you'd get an invalid or no login credentials error when accessing the reports)

Configure Kerberos. This would permit the credentials to be passed correctly (Anaplan XL Web uses WebDav to access the reports) or enable the setting below on the Anaplan XL Web server:

<add key="UseAppPoolUserForSharepointDownload" value="false" />

With that setting enabled, any SharePoint access from Anaplan XL Web will be done using the Application Pool identity. Set that to run as an account that has the required permissions in SharePoint

To publish Connections, Sql Queries, and Favorites, you must create the folder structure below at the root of the SharePoint site. The users would need to connect at the root level to use this feature:

/Anaplan XL Web/PublishedConnections/PublishedGrids/PublishedSQLQueries