The answer to your question - What is Annyconnect is that the common descriptions of "SSL VPNs" conflate three different things:
VPNs which use TLS or DTLS as their base protocol. (Examples: AnyConnect, SSTP, arguably even OpenVPN.) These still require a client just like any other protocol does – there's nothing magic about the usage of SSL/TLS here, and no great advantage (except perhaps passing through IDS systems unnoticed).
VPNs which, regardless of protocol being used, launch a JavaWS or ClickOnce applet directly from a website. Now that's still technically a client, just one that doesn't have to be explicitly installed. I don't get why people call this kind "SSL VPNs" (is it because the client runs from a HTTPS website?), but they do it anyway.
Finally, "VPNs" which aren't actually IP-layer VPNs but merely web-based gateways (proxies; portals) to internal webapps. These don't require a dedicated client because they don't actually intercept IP packets from the OS – they work like ordinary websites that you visit over HTTPS (therefore SSL).
So what makes things confusing is that the same Cisco AnyConnect product can fit any of these descriptions: its protocol is based on DTLS; it provides a Java-applet client; and it provides a webapp gateway in addition to traditional VPN.
But that doesn't mean the same mode fits all three descriptions at once: e.g. if you want to use the system-wide VPN mode, it still requires a client that runs on the local computer, creates a virtual interface, and so on.
