I don't know which Nilsson winch you have, but I expect somewhere it should have a clutch, which can be released to let the chain freewheel out - assuming you're using chain it's not a rope capstan. It may have a socket for a winch handle to tighten and loosen the clutch. Please,
no fingers or hands or anything else anywhere near the chain when the anchor is dropped. Ditto when you're winching it in again. some of them had a socket for a manual winch handle, not to be confused with the clutch mechanism.
Any of these look like yours?
www.jamesnilsson.com/shop/Winch+Servicing/Spares/Early+Nilsson+Winches%3Fcat=00345.html or is it more recent?