1. Download your install script from your vpn website See Download SSL Network Extender manual installation in the right pane on your vpn.{your-company.com} (replace with your company vpn url) ==> click Download command line SNX for Linux (usually get a script name snx_install.sh but it can change because of your company's settings)

If you don't see any similar section on your vpn  website, 
DON'T try to search and get script from interne.
==> look up in checkpoint website for safe and avoid viruses or contact to your administrators.

2. Install Depedency packages (this is for Ubuntu 19.x version, with others (linux version) you should search similar package in google to correct the name before install with package manager)

apt-get install libx11-6:i386 libpam0g:i386 libstdc++5:i386 lib32z1 lib32ncurses-dev

3. Install the script (in step 1)

sudo bash snx_install.sh # or relace snx_install.sh with

Got an Installation successfull without errors is done :)

4. Connect to vpn:

snx -s {your-vpn-server} -u {username}

Install remote desktop tools (remmina) and enjoy :)