abar,
To my knowledge, we don't currently have anything that will allow you do to an easy integration out of the box. One option is to look on the
Nagios Exchange or develop your own plugin, following our
plugin development guidelines.
Doing a preliminary search on the Nagios Exchange yields someone at least interacted with a Check Point firewall; here is
the plugin they made. Perhaps that can be a jumping off point for your needs.
If you want to try to monitor the firewall via SNMP, I suggest looking at the manufacturer documentation and leveraging the SNMP trap interface in Nagios XI, provided you have enterprise features enabled.
Best Regards,
Cory Norell