Updating it yourself is definitely unsupported. The whole point of an "appliance" OS is that the vendor is responsible for all packages on the system. If you install your own packages, then you are taking that responsibility onto yourself. If you want to keep support, you should talk to your sales team and file a Request For Enhancement (RFE) to get Check Point to evaluate the new package for inclusion in a future release.
If you don't care about support (e.g, this is in a lab and you just want to see if it's possible), it isn't that hard. I'm not going to give detailed instructions because if you want to do this on your own, you need to know enough to be able to fix it if something goes wrong. Check Point's OS is based on Red Hat Enterprise Linux. It has rpm, though doesn't have any of the common helpers like yum or dnf.
.png "Wolfgang"){kind=avatar}
