Hi Sachitha,
I guess you would have implemented this feature already by now, but here are the details:
1. As a first thing we need to install certificate on the ASA (self-signed or third party) Here is the link providing all the details for this:
http://www.cisco.com/en/US/docs/security/asa/asa82/configuration/guide/cert_cfg.html#wp1042284
2. Next we need to configure the Anyconnect to use these certificates, here is the conifg for this via ASDM:
http://www.cisco.com/en/US/docs/security/vpn_client/anyconnect/anyconnect20/administrative/guide/admin5.html#wp1010958
3. Then we need to apply a certificate on the Client machines, one identity certificate and then the certificate Chain (root and intermediate certificates). We need to make sure the ASA certificate and the identity cerificate is signed by a CA in the certificate chain installed on both ASA and the client.
If you are facing issues even after this, let me know.
Hope this helps,
Cheers,
Rudresh V