Symmetries in a quantum theory are represented either by linear unitary operators or by anti-linear anti-unitary operators (Wigner's theorem).
Linear operators satisfy
$$
{\cal O}(a |\psi\rangle) = a {\cal O}|\psi\rangle
$$
whereas anti-linear operators satisfy
$$
{\cal T}(a |\psi\rangle) = a^* {\cal T}|\psi\rangle
$$
For every symmetry, the first step is to determine whether the corresponding operator is linear or anti-linear. If a symmetry is continuously connected to the identity, then it must be linear since the identity operator is linear. Thus, only disconnected symmetries could possibly be anti-linear.
Now, let us work with the example at hand. We have two discrete symmetries $P$ and $T$. We denote their corresponding operators by ${\cal P}$ and ${\cal T}$. How do we decide if these operators are linear or anti-linear? They way to do this is to start with the group property. Let $U(a)$ be the unitary linear operator that generates a translation of the system. The group multiplication law implies that we must have
$$
{\cal P} U(a) {\cal P}^{-1} = U(P a ) , \qquad {\cal T} U(a) {\cal T}^{-1} = U( T a ) .
$$
Now, consider we recall that $U(a) = \exp ( i a^\mu P_\mu )$. We now take $a^\mu = (\epsilon,0,0,0)$ and expand to linear order in $\epsilon$. Then, since $P^0 = H$, the Hamiltonian, we must have
$$
{\cal P} (i H) {\cal P}^{-1} = i H , \qquad {\cal T} (i H) {\cal T}^{-1} = - i H \qquad \qquad (1)
$$
where we have used the fact that $P(\epsilon,0,0,0)=(\epsilon,0,0,0)$ and $T(\epsilon,0,0,0) = (-\epsilon,0,0,0)$.
We are now ready to make our decision. Let us start with ${\cal P}$. If ${\cal P}$ is anti-linear, then
$$
{\cal P} H {\cal P}^{-1} =- H
$$
Now, if $|E\rangle$ is a state with energy $E$ (i.e. $H | E \rangle = E | E \rangle$) then ${\cal P}^{-1} | E \rangle$ has energy $-E$. But this breaks a fundamental tenet of quantum mechanics which states that the spectrum of the Hamiltonian must be bounded from below! Thus, ${\cal P}$ must be chosen to be a linear operator. Following the same argument, you can show that ${\cal T}$ must be an anti-linear operator. This means that
$$
{\cal T} ( i |\psi\rangle ) = - i {\cal T} |\psi\rangle,
$$
or in words, if you attempt to move the operator ${\cal T}$ across a complex number, the number transforms to its complex conjugate.
Thus, ${\cal P}$ is linear and ${\cal T}$ is anti-linear. Thus, ${\cal P} {\cal T}$ is anti-linear.