@alisha-- No, anise is mostly safe, especially in quantities found in anise candies.
It might have side effects if you were taking it in another form for its medicinal properties. I don't think a few anise candies a day will do much.
It's still best to be careful if you're pregnant or breastfeeding though. I also know that women with breast cancer or with cysts in their breast should avoid anise tea because it acts like estrogen in the body. I don't think anise candy has enough anise in it to cause problems though.
You can also look up an anise candy recipe and make it at home. That way you can control how much anise is in it.