To transfer files from Check Point, first you need to install WinSCP
In order to be able to access SCP, you need to change the shell for admin from clish to bash.
[Expert:]# chsh -s /bin/bash admin
Once it changed to bash shell, you can now SCP to the Check Point and transfer the files. When you SSH to the Check Point it will also enter the Expert mode. If you want to revert back to clish:
[Expert:]# chsh -s /bin/cli.sh admin
Or if you want to create a user for transferring files only, you can do so in Gaia Portal and set the new user’s shell to /bin/bash by default.