During his life time, Qui-Gon Jinn did learn about how to manifest his consciousness after death.
Sometime during his life, Jinn began discovering the secrets to
manifesting his consciousness after death. He traveled to a planet
strong with the Force, a world that legend said was the birthplace of
life and the origin of midi-chlorians. He learned from five Force
Priestesses who had retained their consciousness after death. He
learned that, when a living thing died, its life passed through the
Living Force and into the Cosmic Force to become one with the Force.
As the Living Force and Cosmic Force existed in tandem, it became
possible for one to retain consciousness and physically manifest
themselves after death. Jinn was considered worthy of the knowledge of
eternal life and secretly began his training to unlock its mysteries
fully. He also learned from a Shaman of the Whills that achieving
eternal consciousness required absolute selflessness.
But as you mention, his training was incomplete, so he could only manifest his voice through the Force...
Though his training had been incomplete, Jinn utilized what he learned
from the Force Priestesses to become one with the Force and retain his
identity after his death. However, he hadn't fully learned the
mystery, so he could not physically manifest himself, only speak as a
disembodied voice. The first known time that Jinn communicated
through the Force was approximately ten years after the events on
Naboo. Skywalker had returned to Tatooine to find his mother, about
whom he had been having recurring nightmares, and discovered she had
been kidnapped by Tusken Raiders. He found her in a Tusken camp, but
she died only moments later. In his anger, Skywalker slaughtered all
the Tuskens in the camp. Feeling the great pain and distress, Jinn
called out to Skywalker through the Force, which Yoda could hear—but
not comprehend—through his own meditations. However, Jinn's pleas were
for naught, as Skywalker didn't heed his words in his uncontrolled
rage.
Obi-Wan Kenobi also later had "visions" of Qui-Gon (Star Wars: The Clone Wars), and the reason for this was due to the planet Obi-Wan was located on, which due to Geological Force properties, enhanced the potential for connection. Qui-Gon also was seen by Ahsoka Tano, and eventually Yoda by Yoda learning as well how to connect with Qui-Gon (which you have also already mentioned).
As for your question about 'IF' Anakin ever shared his experience?
No. There currently is no canonical source that reveals this. As far as we know, he did not and seemingly, no one ever questioned him about it.
