We'd like to know if it is possible to use SiteMinder Web Agent to
protect the SAP GUI ?
The SAP GUI is a PC application and not a Web Application which would
use the http protocol. As such, out of the box, SiteMinder is limited
to the http protocol, and offer no solution to protect PC application.
It seems that SAP offers a SAP GUI HTML feature, and as such, one
solution to protect it would be to set a Web Agent Reverse Proxy or CA
Access Gateway (SPS) in front of it to protect. At the moment, there's
no Web Agent certified to run on SAP GUI HTML server.
SAP Graphical User Interface
https://en.wikipedia.org/wiki/SAP_Graphical_User_Interface
How to configure Your SAP GUI HTML for Web Access
https://blogs.sap.com/2014/02/06/how-to-configure-your-sap-gui-html-for-web-access/