NOTE: Click images to enlarge.
Go to Self Service (Applications > Self Service). It may take a second for all of the available applications to load. During Spring 2015 GlobalProtect will be a Featured software application, but it can always be found under the Utility category on the right-hand sidebar.
Click the Install button to begin the download and installation process. You will need to type in the password for your local account on the computer (this is the same Apple pop-up that occurs when making major administrative changes on a Mac). When your computer says the application is installed, close Self Service.
The GlobalProtect application can be found under Applications and on the top menu bar (there will be a small globe icon)
The VPN setup window will now be visible. Follow the setup instructions.