Cheryl, WDH hitches can come with or without the anti-sway system. There are also several different anti-sway systems available. All do the job. Some anti-sway systems come as part of a WDH and some are a bolt on item.
A trailer, if designed improperly or if loaded improperly can begin to sway back and forth erraticly when in tow, to the point where it can cause the tow vehicle to go out of control and crash. A properly designed and loaded trailer won't sway however it can take only a few hundred pounds of stuff in the wrong area of the trailer to disrupt the towing charecteristics. An anti-sway device stops or lessons the swaying.