Which biomedical subjects lead to wide opportunities of PhD? Biochemistry, Physiology, Anatomy, Developmental Biology, Pathology, Genetics, Immunology, Pharmacology, Neuroscience, Zoology?

Any of these subjects will be fine. Biochemistry and genetics probably cover the broadest areas of research. Competition for PhDs in zoology is usually very high.

Are all PhDs in the biomedical field lab-based? Are there PhDs based on course work?

All PhDs are based on research. A PhD is a training in how to be a researcher. If you don't want to do any research there is no point in doing a PhD. If you want to further your education there are a wide variety of Masters degrees available.

I am wondering if an honours degree in Anatomy would open to wide research opportunity?
Also, are lab skills very important in doing a PhD?

Anatomy would be fine. You should pursue the subject you are most interested in. Lab skills are very important to most science PhDs. A PhD is a 'Research Degree' and most scientific research takes place in a lab.