On the step asking for the Network Agent mode, choose the Connect to server using connection gateway option and enter the address of connection gateway.
Check the connection with Kaspersky Security Center and the connection gateway, by using the following command in the command prompt:
$ sudo /opt/kaspersky/klnagent64/bin/klnagchk
The address of connection gateway is displayed in the output.
Connecting a Linux device to the Administration Server via a connection gateway is completed. You can use this device to update distribution, for remote installation of applications, and to retrieve information about networked devices.