Anonymous means someone who can’t be identified by name. Pseudonymous means someone who uses false name.
It seems to me that Pseudonymous is a subset of Anonymous. Is it right? If not, what’s the difference?
No, they are related, in the sense they both relate to “hiding” your identity, but they are distinct.
Anonymity means that someones identity is completely unknown. Any statements or writings made by an anonymous person can not be associated with the individual who actually made them. Indeed, if at some future time the identity of said person becomes known, they can no longer be called anonymous.
Pseudonymous merely means you are not using your real, legal name to identify yourself. While it’s possible to be anonymous while using a pseudonym, and many people use pseuodnyms for that purpose, they are not necessarily the same. As a simple example, consider any of the dozens of authors that write under pen names: Mark Twain is a pseudonym for Samuel Clemens, but no one would consider Mark Twain “anonymous”. Many authors, actors, or musicians use pseudonyms, and continue to use them, long after their identity has become public knowledge.