I know there are already a number of discussions about deploying AnyConnect, but I haven't seen anything regarding my situation exactly. Here's what I'm doing:
I open Jamf Composer and drop the AnyConnect .pkg file into the left side pane.
I choose "Convert To Source."
I save as a package.
I move the package to JSS via Jamf Admin.
I set up the Policy and point it to the Package using the Jamf Cloud.
I test on a dummy MacBook running Self Service. The installer "runs" but only drops the package in the root folder of the HD.
I cannot get the installer to actually run and install the application in the way that it does for every other app I've set up in Composer.
Once this is resolved I will also need to package an XML file with our VPN server's information, but that seems to be well documented in the forums here.

