how does anti-markovnikov addition works with HBr for example?

Answer 1

You would have anti-Markovnikov addition if the hydrogen additionates as hydride. See for example hydroboration reaction.

The mechanism is the same as Markovnikov addition (addition of the electrophile to form a carbocation which additionates the nucleophile), but the polarity of the additionating reagent is reversed.

For Brown's Hydroboration see
http://www.organic-chemistry.org/namedreactions/brown-hydroboration.shtm

Answer 2

Anti-Markovnikov additions take place by a different mechanism, very often free radical. This sometimes happens using ethers as solvents, because ethers often contain peroxides as reaction products with air, and these trigger a free radical chain reaction by oxidising HBr to Br atoms.