The description is a little vague, what is the edge gateway appliance exactly? (is it a router or a modem, does it support ipsec,..?)
Assuming it is a (mainstream) router it would be set up in pretty much the same way you'd set up a VPN tunnel to a remote peer
-ike properties and crypto map
-ipsec properties and crypto map
-proxyIDs if the peer uses policy based vpn configuration
At 4:05 he mentions they support ipsec VPN, so that's great :D
he does note that the vpn needs to be from the ESG to the firewall, but that doesn't matter much in the bigger picture (this is actually a good thing for troubleshooting)
here's a little video they created on how to set up VPN on their end, our end will look the same as any other remote-peer vpn: https://youtu.be/v8BDczWuPsc
It looks like theyre defining local subnets, so you'll probably need to reproduce that on your firewall by setting proxyIDs
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