The answer is: kinda. In the first episode of Season 3, we see Sherlock sitting with Anderson after supposedly explaining how he did it. It's left up to viewer interpretation if this scene actually occurred or not, and based off of that whether the explanation was real or not, because Sherlock disappears out of the room and we see Anderson have a bit of a mental break.

The answer is: kinda.

In the first episode of Season 3, we see Sherlock sitting with Anderson after supposedly explaining how he did it. It's left up to viewer interpretation if this scene actually occurred and whether the explanation offered was real or not, because Sherlock disappears from the room and we see Anderson have a bit of a mental break.