No. You can apply regardless of your departmental or professional affiliation. However, funding decisions are made on the basis of the potential of the project to make a significant contribution to the field of theoretical anthropology. You must clearly demonstrate this potential in your application and also show a good knowledge of the relevant anthropological literature. It is not sufficient to merely use anthropological techniques (e.g. participant observation) to carry out research in your own disciplinary area or to carry out research in a non-western setting.
If you have no permanent or secure affiliation you may want to affiliate with an institution or write in a specific location that is beneficial for the project's development. You should explain this in your application.