This page has the steps to setup Cisco AnyConnect compatible capability in the Ubuntu Network Manager. The reference used for this is here and Linux + GNU = Humans Enabled..
Run the following commands in a terminal. If the packages all install correctly, then reboot. The follow the instructions at the reference link to create an AnyConnect VPN using the Ubuntu Network Manager GUI.
sudo apt-get update
sudo apt-get install openconnect
sudo apt-get install network-manager-openconnect
sudo apt-get install network-manager-openconnect-gnome