The installation ISO is only around 125MB, so I downloaded, unpacked it, and used vSpheres Datastore Browser to create an OS images folder on the SAS storage, and then upload the ISO to it.
I've then chose a couple of vCPU's and 1GB of memory. For the network config I upped the number of NIC's to two and selected both BackNet and FrontNet.
Once that was completed, I assigned one of my public IP's to the WAN interface and 10.0.0.1 to the LAN interface.
I wanted to test connectivity from the internal network so deployed a temporary Windows VM there. (I won't go into too much detail about the process for that at this stage). I found I couldn't access the Internet, but I could access the firewall web configuration page.