Generally speaking, if you are doing certificate-based authentication against a specific certificate authority (CA), the device connecting would need to have a certificate from that specific CA in order to get authenticated.
While I have not configured machine authentication on a Check Point, I would imagine the MAC in question would require a valid machine certificate from your Windows CA.
How do you get one? You can try navigating to your CA and requesting one (https://<YourWindowsCA>/certsrv/), or this Apple article might still be valid (https://support.apple.com/en-sg/101196). Other material I see on this references using MDM to accomplish this task.