Install OpenConnect Network Manager plugin by typing this code at the terminal: sudo apt-get install openconnect network-manager-openconnect network-manager-openconnect-gnome
Enter Y to continue.
Open System Settings > Network then click on the + button to add a new connection.
Choose Multi-protocol VPN client (openconnect).
Enter any Name at the top (ex. PrivateVPN) then enter your preferred server address on the Gateway (see list of server here).
Click on Add.
Toggle the VPN profile.
Enter your PrivateVPN registered email address for Username. Click Login.
Enter your Password. Click Login.