Hints related to command line compilation and package preparation may be found in shell script in project root.
Install Homebrew system-wide:
/usr/bin/ruby -e "$(curl -fsSL https://raw.githubusercontent.com/Homebrew/install/master/install)"
or localy:
mkdir homebrew && curl -L https://github.com/Homebrew/brew/tarball/master | tar xz --strip 1 -C homebrew
and continue:
# Install dependencies
brew install qt5
brew install openconnect
cd openconnect-gui
# Build it
mkdir build-release
cd build-release
Qt5_DIR=/usr/local/opt/qt5/lib/cmake/Qt5 cmake -DCMAKE_BUILD_TYPE=Release ..
make