it'll only work properly if the MBG's WAN interface is located in the DMZ of the f/w. A proper, 3 port, DMZ... In that situation, you can exist as a "proper" DMZ only, single network interface, or if the company allows BMG to also have it configured with 2 interfaces, the lan interface and be located on the internal lan network.. in that case, you must use "custom" mode in the networking to properly configure everything to work correctly.
any, of course, your f/w must be configured correctly, see eng guidelines, AND you MUST have a dedicated public ip address that the f/w will forward only to MBG in the DMZ. The requirement for a unique/non-shared public ip address does not go away.