Many people will open a command prompt in GAIA and will do a “show configuration” to see how they have their Check Point configured. They will then copy/paste that config into notepad to save for later.
However there is an easier way to do this. By using the command (From the CLISH prompt)
save configuration <filename>
The file will be placed in the home directory of the user you are logged in as.
Here is an example: