Hello team.
Sorry for the very late reply.
Yesterday, I was able to successfully set up the tunnel thanks to your comments and documentation.
Here is a summary of what I did:
1. I used a client CA instead of the Security Management CheckPoint and imported the certificate signed by that same CA on both sides of the VPN (Check Point and third-party peer).
2. The interoperable object was configured as mentioned by “emmap”: check the Dynamic Address checkbox. In the topology section, manually enter a “WAN” interface and select that it has a dynamic IP. In Ipsec VPN, enter the trusted CA certificate in the matching criteria and enter the DN that the other gateway entered in the DN section (following the steps in the document mentioned by the_rock).
3. Generate the VPN community with the corresponding encryption settings, permanent tunnels, VPN routing, advanced settings, or whatever else is considered necessary.
With these settings, the tunnel was set up without any problems.
I would like to point out that the part that was a little complicated at first was the interoperable object, which I consider to be the main thing for the VPN to work properly.
Once again, thank you very much for your comments and support, team.
Best regards.