Download and install the latest version of OpenConnect GUI: https://github.com/openconnect/openconnect-gui/releases/download/v1.5.3/openconnect-gui-1.5.3-win32.exe
*proceed with the default installation options.
Open the program then click File menu > Profiles > New Profile.
Enter your preferred server address on the Gateway (You can find all server addresses here).
Then click Save and Connect.
Enter your PrivateVPN registered email address for username.
Enter your account password.
Connection Success!