The network access module (NAM) uses local operating system (Windows) credentials (or not) according to the profile settings.
You would use the NAM profile editor to customize a profile according to how you want that to happen.
See the AnyConnect admin guide for details on the various options:
http://www.cisco.com/c/en/us/td/docs/security/vpn_client/anyconnect/anyconnect42/b_AnyConnect_Administrator_Guide_4-2/configure_nam.html#ID-1424-000002ab