Only aluminum can be anodized. Some types of aluminum can't be because of the copper in the alloy.
The way it works is, when the aluminum is in a soloution of sulfuric acid and water, a charge is applied. Typicaly 8 amps per square foot of surface area. Positive to the part and negative to the cathodes. Over a short time, about an hour, aluminum oxide is created on the surface. Aluminum Oxide is in the same family as Saphires and Rubys. The only thing harder is Daimonds. The aluminum oxide is very porous. This is how the dye is absorbed, or if you want it clear, leave out the dyeing stage. Then seal it and you're done.
I just got into this about a year and it is cool.