Anhelo means 'yearn' or 'longing'. It's a beautiful, deeply emotional word that expresses an intense, almost aching desire for something or someone, stronger than a simple wish.
In this song, the line "Suspiro por lo mucho que anhelo" (I sigh for how much I long) uses 'anhelo' to show a longing so strong it comes out as a physical sigh. The word turns a quiet feeling into something the body itself can't hold in.
Juanes spends this whole song describing love as something that lifts him off the ground. Her smile carries him to paradise, the river of her eyes takes him sailing into the infinite, and he would happily climb una escalera al cielo just to be near her. He calls her the greatest treasure God ever gave him, and he keeps coming back to that line like it settles the argument.
The chorus is where it takes off. Distance and time don't count for anything, he thinks about her constantly, and the light in her eyes pulls him down a caminito de estrellas, a little path made of stars. Real love, he sings, makes you strong when you walk, never forgets you when you're far away, and sets your soul flying so you can talk to the clouds. Warm guitars, an easy sway, and a man who cannot stop grinning.