I'll bet your client's IT security group set the VPN standard and require the use of the Cisco client to connect to their network. Many companies do this. If you don't use it, likely you won't connect, or if you do you could find yourself disconnected, flagged as a security breach.... And if you have to use any shared files or resources on the client's network, it's likely that only through the Cisco client will this be allowed. With all that....
Here's the link to Cisco's support page for the AnyConnect client.
Now, you've installed the package on your Mac, you've got login credentials. Your client should have given you configuration settings to go with your credentials. The logs for the client are in /opt/cisco/vpn -- you should look in there and see what/any error messages you are getting.
Your connection options are Layer 2 tunneling (L2TP), IPSec and IKE42 (IKE is Internet Key Exchange). Per Cisco's support pages you need 4.3 MR3 for Sierra to work, do you have that installed? Once you've checked that out, then I'd set it for IPSec and try to connect.
If you continue to have problems, you should contact your client's IT group; I've seen odd parameters with VPN's and you want to make sure you have all the information you need.
