You want to create CPU monitor from the HTTP/HTTPS management console
From the ProxySG's Web Management Console, open the Maintenance tab / Service Information / Snapshots. Click New, name the new snapshot and click OK
On the same snapshot page, Click on the snapshot that was just created / Edit / Add the following :
To View the CPU Monitor snapshot, access https://<proxy IP>:8082/Diagnostics/Snapshot and click on the name of the snapshots you entered above.