When you deploy AnyConnect, you can include optional modules that enable extra features and set up client profiles that configure the VPN and optional features. Roaming Security is one of these optional modules.
Web Security Module Compatibility
The Web Security module is not supported for Web policies.
To use an AnyConnect module, such as the Umbrella Roaming Module, it must first be enabled. This may be done using the pre-deployment method (through SSCM, RMM, and so on) by including the Umbrella Roaming Security module MSI installer with other AnyConnect modules of the same version or through the ASA policy with ASDM—adding the module "Umbrella" to your profile—or through the CLI:
webvpn anyconnect modules value umbrella
Updated about 18 hours ago