Where do I set anonymous checkout without users hit the login page? After adding an item to the Drupal Commerce cart, I hit the cart review page. Then I click on checkout and I'm hit with the login page, is there a setting where users don't have to login and just checkout anonymously. And if they already have an account on the site their order would be added to their account in reference to their email.
You aren't just using Drupal Commerce, are you? It sounds like you're using Commerce Kickstart or Drupal Commerce with the Commerce Checkout Redirect module enabled. That's what's responsible for the behavior you're describing. Just disable it and enable the "Access checkout" permission that David Thomas pointed to.