Hi Impasan,
Cloudguard controller and CME are 2 different products
CloudGuard controller- a mechanism to collect information from a datacenter (Azure account, AWS account, vCenter environment etc.) to be represented as a single datacenter object in SmartConsole. This is to avoid any addition/removal of instances/IPs from SmartConsole every time you have a change in your cloud environment.
Introduction to CloudGuard Controller (checkpoint.com)
CME- An Extension to your management server in order to manage autoscaling solutions. This mechanism knows to scan for a new instance add it to SmartConsole and push the relevant policy to the new instance. These instances will appear as a single object in SmartConsole.
ATRG: CME (Cloud Management Extension) for CloudGuard (checkpoint.com)
Hope this was clear enough.