I was having this same issue but believe I've found a fix to it. I'm assuming you're running on a Linux OS as from what I understand this app won't run on a Windows server due to the application dependencies.
Searching this error results in a lot of people suggesting to install the 32 bit glibc and pam libraries which I did but I still kept getting the error. This initial portion of the configuration is just establishing the communication and pulling a certificate from your management server and is done so through a python script located at:
/opt/splunk/bin/etc/apps/Splunk_TA_checkpoint-opseclea/bin/./pull-cert.sh
When I tried to manually run that script I received the following error:
[root@splunkserver bin]# ./pull-cert.sh
./opsec-tools/opsec_pull_cert: error while loading shared libraries: libnsl.so.1: cannot open shared object file: No such file or directory
I installed libnsl.i686 and afterwards was able to run the script. I then tried to run the application via the GUI and was able to successfully establish the connection/pull the cert.
I'm using CentOS so my fix was: sudo yum install glibc.i686 pam.i686 libnsl.i686 but obviously if you're on something like Ubuntu/Debian you'd do sudo apt install glibc.i686 pam.i686 libnsl.i686 .
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