You can configure an XML profile "client profile"and enter the URLs that you want to see in the drop down menu of the anyconnect client in the "Server List" of the ASDM editor option you can follow this link to configure the client profile from the ASA:
http://www.cisco.com/c/en/us/td/docs/security/vpn_client/anyconnect/anyconnect30/administration/guide/anyconnectadmin30/ac02asaconfig.html#18358