Since Elementary uses the same package manager as Ubuntu, usually you can follow instructions written for that distribution.
NOTE: Elementary does not come with software-properties-common installed (which is required for add-apt-repository), so here's the steps I followed to install it.
sudo apt install software-properties-common
sudo add-apt-repository ...
Try installing the openconnect packages:
sudo apt install network-manager-openconnect network-manager-openconnect-gnome
sudo systemctl restart network-manager.service
The Choose a VPN Connection Type dropdown will now contain two new entries:
Cisco AnyConnect Compatible VPN (openconnect)
Juniper Network Connect (openconnect)
A reboot might ...
That's most likely because for better or worse, Elementary/Pantheon defaults to hiding indicators that haven't been whitelisted.
You can correct this issue, and get indicator functionality back in general by following these instructions on GitHub. Basically install this package and then reboot.
You can have the VPN autoconnect by first setting up a vpn connection under the network settings. Then go to the ethernet or wifi tab and click on settings. Then under the general tab you can set it to autoconnect to the selected vpn for that connection.