If you are sure you started AnyDesk as admin user but you are still unable to control certain windows, please write us a bug report.
You can restart AnyDesk at any time with higher privileges. To do this, use the feature "Request elevation" from the main menu during a session. A user account control prompt will pop up at the remote site. When accepted by the remote user, AnyDesk will be elevated there and you will be able to control applications running as Administrator.