For openSUSE Leap 15.4 run the following as root:
zypper addrepo https://download.opensuse.org/repositories/GNOME:STABLE:41/openSUSE_Leap_15.4/GNOME:STABLE:41.repo
zypper refresh
zypper install NetworkManager-openconnect-gnome
For openSUSE Leap 15.3 run the following as root:
zypper addrepo https://download.opensuse.org/repositories/GNOME:STABLE:41/openSUSE_Leap_15.3/GNOME:STABLE:41.repo
zypper refresh
zypper install NetworkManager-openconnect-gnome
For SLE 15 SP4 run the following as root:
zypper addrepo https://download.opensuse.org/repositories/GNOME:STABLE:41/SLE_15_SP4/GNOME:STABLE:41.repo
zypper refresh
zypper install NetworkManager-openconnect-gnome