The anyconnect client should install automatically. If it doesn't you can start a manual install by clicking on the Mac OSX link
Save the file vpnsetup.dmg
Go to the location you saved the file and run vpnsetup.dmg
This will unpack a folder called vpn-x.x.x.xxx (where x is the version number) In that folder will be a file called vpn.pkg which should be run. Follow the installation instructions on screen
The Anyconnect client can be found in the applications folder in a cisco folder on your hard disk
Use your normal DCU network account and click connect
You have a successful VPN connection when you see this symbol in the top right hand of the screen