The anal glands appear as small sacks on each side of the anus. They actually are ducted to the anus. To collect them, most lure makers I've talked with / read take the entire anus and a inch or three of the colon. An aside, I collect all the bladder uriine from my cats and save the bladders along with the anal glands...smells just about right to me :roll:
If you have ever noticed, on a domestic dog the anal glands can "back up" an the anus appears to be swollen. To remedy this situation you "manually" expel the glands. With thumb and fore finger, one on each side of the anus at 10 oclock and 2 oclock, you squeeze and rotate your fingers upward. Be careful sometimes the "juice squirts 3 or 4 feet ...and it don't smell good, well to me anyhow.
On a caught critter, most times they have evacuated their anal glands when caught, during their stay at the set location (all the stink) and as you approach. On coyotes, I've never seen anal glands much bigger than a navy bean and about that shape.
Now that you know where they are I'm certain that you will begin to recognize them. Hope this helps!