Explanation/Reference: https://sc1.checkpoint.com/documents/R76/
CP_R76_IdentityAwareness_AdminGuide/62050.htm

Explanation
Check Point Security Gateway and Check Point Security Management require running the First Time Configuration Wizard in order to be configured correctly. The First Time Configuration Wizard is available in Gaia Portal and also through CLI.
To invoke the First Time Configuration Wizard through CLI, run the config_system command from the Expert shell.

Introduction to the ICAThe ICA is a Certificate Authority which is an integral part of the Check Point product suite. It is fully compliant with X.509 standards for both certificates and CRLs. See the relevant X.509 and PKI documentation, as well as RFC 2459 standards for more information. You can read more about Check Point and PKI in the R76 VPN Administration Guide.
The ICA is located on the Security Management server. It is created during the installation process, when the Security Management server is configured.