Is it possible to install third-party software in the Messaging Gateway, such as scripts, commands, or agents?
Third-party software cannot be installed on the Messaging Gateway. The Messaging Gateway is a hardened appliance, it is not a general purpose server. Attempts to install third-party software could void the supportability of the appliance.
The only generally accessible account for command line use is the admin account, which is a restricted account that has a very limited number of available commands. None of the available admin commands would allow installation of third-party software onto the appliance.
The available commands that can be used with the Messaging Gateway command line are in the following Administration Guide section:
Administering Symantec Messaging Gateway through the command line
This is applicable to security scanners such as Nessus, Qualys, etc...