After you install the OpenConnect client and you're be able to connect to the your server. The most important thing is the VPN works on your router, but not your device.
If you have same issue, try something below:
Open the /opt/lib/netifd/vpnc-script file, add the following line:
CISCO_SPLIT_INC=0
Start the openconnect, then run the following command:
iptables -t nat -A POSTROUTING -j MASQUERADE
route add -net 0.0.0.0 netmask 0.0.0.0 gw 10.0.0.182 dev tun0
Replace 10.0.0.182 with the IP address your received from your VPN server