When doing a Stand-Alone Installation, you would install the Security Management Server with which other Check Point architecture component?

The Security Management Server is never installed in complete isolation in a functional deployment - it always requires a Security Gateway somewhere in the architecture to enforce policy.

SmartConsole is the GUI client used by administrators to connect to the Security Management Server remotely; it is not a server-side architecture component installed alongside the SMS.

SecureClient is a legacy Check Point endpoint VPN client and is not a core gateway or management architecture component installed during a Stand-Alone deployment.

In a Check Point Stand-Alone deployment, the Security Management Server and Security Gateway are co-located on a single appliance or host. This contrasts with a Distributed Installation where the two components run on separate machines. The Security Gateway handles traffic enforcement while the Security Management Server manages policy, and in Stand-Alone both roles are performed by one system.