You still do not answer my original question. Do you or don't you run both GW and MGMT on the same VM?
If the asnwer is yes then:
1. Try running "fw unloadlocal" and connect with SmartConsole. If that works, your policy blocks SmartConsole, change it.
2. If p.1 did not bring any luck, run $FWDIR/scripts/cpm_status.sh to see if your MGMT is up. If the output says: "Check Point Security Management Server is running and ready", go to step 3. If not, something is wrong with MGMT server.
3. If you get to this point, check that
- your VM has at least 2 CPUs and 8 GB RAM, with at least 32GB HDD
- look into GUI clients definition, as @the_rock suggested, with cpconfig, option 3
4. If nothing helps, try CP4B materials and work them through, before anything else, to get a better understanding of how CP things work. And then get another trial.