Look into Checkpoint Usercenter - customers account. You will find the ordered appliance blades listed. CP Gateway appliances mostly include a SMS license.
Go to Product Center and select the device (4607 is the example used here):
On double-click, you will see the licenses:
You see here CPSB-NPM / LOGS -For-GW, so we have a included SMS license here.
This is bound to the hardware, so the best SMS solution (VM) would need an additional license (including SmartEvent, a clear muss for security).
CCSP - CCSE / CCTE / CTPS / CCME / CCSM Elite / SMB Specialist