Based on a doujin game by CourregesA.

How is anime made? What are the softwares used to make anime?

The depends upon on what level you want to create a anime or for what purpose.
Anyways here are few suggestion for software. Blender: It is an open source tool.
You can do nearly anything with this in anime world.
Plus point there are numerous tutorial videos on youtube etc.
which can give you head start. Muvizu: It has a free version and a pro version.
Here you get cooked meal of various anime like inbuilt characters, various sets, geographic areas plus it is very easy to create scenes and sync them with audio etc.
Negative point you can't have much of freedom here with different scenarios.
But there is an import option that I have never used. Powton: Widely used to create educational videos.
Plus you can use it online.
It also has some pro features.
Plus point very very easy to use and understand.
Negatives same as Muvizu i.e.
not very freedom here. There are many other tools which are good and easy to use.
If you have time and enthu to learn real animation try Blender.