Hi Nick,
You must be thinking of how Palo Alto and some other vendors set up a VPN, by creating a "tunnel" interface and putting an IP address on it to represent the firewall. Check Point is capable of this same route-based VPN setup using VPN Tunnel Interfaces (VTIs) for site-to-site VPNs.
For remote access VPN on Check Point there is no tunnel interface or virtual adapter. When you set the subnet for assignment to VPN clients via Office Mode in the SmartConsole/SmartDashboard, the firewall will automatically take the lowest numbered address (usually .1) and propagate that as the gateway to the VPN client. Just make sure that the subnet handed out by Office Mode to the clients does not exist anywhere in your inside network, and will be routed back to the firewall/Internet and you should be good.
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