Unfortunately, you won't be able to identify your users when they are connected behind a Direct Access server. Indeed, the remote machines IP address is NATed by the DA server. As Checkpoint Identity Awareness maps a user to an IP address it won't work. Moreover, installing an IA agent doesn't help, as it cannot work through a DA server.
The only solution is to do NTLM/Kerberos authentication with an web proxy. This way, the user identity is carried by the browser request and not impacted by the IP address translation, allowing the proxy to identity the users.