Four points worth knowing:
1."Anything" can be an INDIRECT object of "know". If we consider that the main verb is "know", then there is no direct object. Here is a similar example: "I work in an office."
2. "know" is a verb that commonly takes a direct object and also commonly does not take one. There is no requirement for a direct object in a sentence.
3. We can also consider "know of" as a prepositional verb, which has the DIRECT object, "anything". "Know of" has a meaning of its own, distinct from "know". A more obvious example is "look after", which has a very different meaning to "look".
4. Prepositions always come with a noun, noun phrase, noun clause, or an -ing acting as a noun. What comes with a preposition is its object. Think of this usage of object as different to the direct or indirect objects of verbs.