The first step you must validate if the Windows perfmon has the value for the sessions.
If you are able to see the value on the Windows OS you can go to the ntperf probe configuration.
This configuration is just able at Windows OS and will not work on any other OS as Linux, Aix, HP-UX etc.
This configuration is supported on Ntperf probe version 2.0 and above and is supported on windows 2003, 2003 R2, 2008, 2008 R2, 2012 and 2012 R2.
To open the perfmon to check if the value is available on the windows OS you must go to start on windows, type perfmon, click on the perfmon.
After you able to open the perfmon check the value by click on the left side Performance Monitor, click on the Plus "+" signal, look for webservices and click the plus signal, choose the current anonymous users, click the add bottom and click OK.
Next step to check at the perfmon counter if is collecting the data correctly as below:
Ntperf probes depends 100% for the Windows perfmon to work correctly, in case you cannot open the perfmon or they are not showing the metrics please execute this command below on the windows cmd to re build the perfmon, will not cause any harm to the environment.
After you have success with the Windows perfmon counter go to the ntperf probe and configure what metrics you need, at this case I choose the metrics is for Microsoft IIS
Open the probe ntperf go to the status tab and click Add Profile:
At the Profile properties choose the name you want on this profile, set the description at tab Object Selection choose the Object, at this case is Web Service, choose the counter at this case is Current Anonymous Users and the instance is _Total as below:
Now you will have to configure the QoS for the value you want to monitor, on the same windows go to the miscellaneous tab, at Quality of Services messages and check box the Value, this way you will have this configuration value for the anonymous users connected on the IIS.
If you want to monitoring any other metrics on the perfmon windows you can follow up this document but make sure windows perfmon are ok. The ntperf probe is basically is showing the values that the perfmon can get on the windows.