SSL/TLS decryption of HTTPS websites, Endpoint Protection versus a firewall

We have a client that has Sophos Endpoint Protection deployed, but doesn't have a Sophos Firewall.  They want to enable 'SSL/TLS decryption of HTTPS websites', but will enabling it actually do anything if you don't have a firewall CA and a deployed certificate?  Apologies if this question is a silly one, but for me the Endpoint Protection  documentation isn't clear.