Identity Sharing can be configured as described here: https://sc1.checkpoint.com/documents/R81/WebAdminGuides/EN/CP_R81_IdentityAwareness_AdminGuide/Topic...
However, I don't believe this is necessary unless the cluster is sharing identities with other gateways/clusters.
Let's start with the basics: Can you telnet to the relevant IP on port 443 and get a connection?
If you cannot, then you either have a policy not configured to allow it or some other device in the network is blocking the connection.
It might also help to know versions/JHF levels of everything as well.