Access roles can only be added on the management, not directly on the gateway.
Also when you run a standalone setup the only way is to add the access role in the policy on the management and then push the policy to the gateway. Check Point does not use a ACL type rulebase on the gateway, it is compiled on the management server and then sent to the gateway.
To add a rule in a policy on the management server you can use the API of which you can find all documentation online and lotst of information here on the forum.
Regards, Maarten