The SK you referred to is relevant to creating a QR Code for adding a site to the Check Point Mobile (iOS and Android) app.
It's not relevant to the issue here.
The issue is the SAML authentication must be done on a web browser.
The browser that runs at the Windows Login (where you perform SDL) runs with SYSTEM permissions, which is dangerous.
The QR code in question is to allow you complete the SAML authentication process on a different device (e.g. mobile phone).
As stated previously, the functions that perform the above are not present in the product today.
They are only available in a specific customer release available from your local office.
I assume this will be added to the product in the future, but don't know the specific timeframe for this.