After downloading and installing the Cisco AnyConnect client software for your device, as described on the VPN service page, you'll need to configure it and create a connection in order to begin accessing services that are inside Lehigh's network firewall.
Type 'vpn.lehigh.edu' into the box, and click 'Connect'. You'll see another window open containing the place to enter your username and password. Before you click login, check the next step to ensure you are connecting correctly (GeneralAccess or LibraryAccess). If your account is enabled for DUO 2FA authentication, another window will appear after you click the Login button, to give you the opportunity to verify with your second factor.
If you're making this connection to access Library Resources, select 'Library Resources' from the pull-down.
For all other connections, leave it on the default 'General Access'.
Tech. note: 'General Access' creates a split-tunnel, 'Library Resources' creates a full tunnel.