Copied from 

https://its.gmu.edu/knowledge-base/how-to-install-cisco-anyconnect-on-linux/

How to Install Cisco AnyConnect VPN on Linux

Note: Cisco only supports Red Hat and Ubuntu Linux distributions.

Step 1

Download the .gz install archive to the desktop.

Step 2

Extract the archive to the desktop of Ubuntu in the following folder anyconnect-linux64-…

Note: In the file anyconnect-linux64-4.6.01103, the numbers after the dash are the version number (e.g., 4.6.01103) and will change as ITS updates the AnyConnect software package.

Step 3

Open a terminal window and navigate to the extracted folder in the terminal—for example, cd ~/Desktop/anyconnect-linux64-4.7.0.036/vpn

Step 4

Type sudo sh vpn_install.sh

Step 5

When prompted enter your root password then hit Return.

Step 6

Hit return and type y then hit Return again. The installation should now start and walk you through the setup.

Any connect should now be installed and ready to use.