I'm 15 weeks and they told me that my baby have anencephaly. i don't know what to do?

Terminate pregnancy!: If your diagnosis is unequivocal (as it should be), i would recommend prompt pregnancy termination (uterine evacuation), either with d&e or with labor induction by pharmacological means. This will avoid a medically unnecessary risk to your health and contribute to your emotional and personal health. The more you delay the decision the more risky and costly it becomes. Take Folic Acid 4-5 mg daily!

Sorry for your loss: I've been through about half a dozen of these but never in your shoes. Another 30+ weeks of pregnancy carrying this burden may or may not be something you can bear when the outcome is so predictable & bad. Consult your spouse, spiritual adviser, & pray. Do what fits for your needs & grieve for what might have been. See & hold baby whatever you do to say good bye. Followup with a geneticist later.