To my knowledge, checkpoint does not have the ability to import an existing private key, with certificate, into a gateways's IPSec VPN key DB. It would be a simple thing to code, but unfortunately, CheckPoint has not done for reason's I can not fathom.
If you need to use an existing certificate with existing key, then enabling Mobile Access Blade does give you the ability to import a key/cert pair in pkcs12 format.. But it will only be presented by the tcp/443 listener on the gateway; not the IPSec VPN IKE daemon.
Pretty piss poor in my opinion.. again, should be easy to code.. but has never been done.
Maybe someone knows a way to import a private key into a gateway object using CLI commands on the management server.. anyone?