Anger management is the process of learning to recognize signs that you're becoming angry, and taking action to calm down and deal with the situation in a productive way. Anger management doesn't try to keep you from feeling anger or encourage you to hold it in. Anger is a normal, healthy emotion when you know how to express it appropriately — anger management is about learning how to do this.
You may learn anger management skills on your own, using books or other resources. But for many people, taking an anger management class or seeing a mental health professional is the most effective approach.