On Juno (which is based on Ubuntu 18.04) you should be able to follow this guide: [https://grepitout.com/install-openconnect-ubuntu-vpn-client/][1]https://grepitout.com/install-openconnect-ubuntu-vpn-client/
The GUI in elementary will look a bit different, but the funtionality is the same. I tried it myself on a VirtualBox Juno installation and it worked like a charm :) [1]: https://grepitout.com/install-openconnect-ubuntu-vpn-client/
