If you're just referring to the sites connected to by the VPN client, those are stored in a file called trac.config.
On a Windows machine, it's in C:\Program Files (x86)\CheckPoint\Endpoint Security\Endpoint Connect\
You can actually include those as part of the Endpoint VPN deployment as described here: How to import trac.config file via SmartEndpoint Console using "Packages for Export"
If you're going to manually replace it on an endpoint, you probably need to stop the VPN service before replacing the file.