PCAnywhere sets up a connection by first contacting the target machine using UDP with a random source port and a destination port of 5632. (For backwards compatibility, if 5632 doesn't work, it will attempt port 22).
Once that has been established, it will then attempt an outbound connection to port 5631 via TCP.
Note that this is the reverse of many other protocols which establish an outbound connection via TCP, then use UDP to send the data.