Step by step go through all necessary steps

Hi bitflipper ,
.pro files are related to Sophos Connect, a lot of information is available in our Sophos Firewall help.
I would suggest starting by looking at the following page: https://docs.sophos.com/nsg/sophos-firewall/19.5/Help/en-us/webhelp/onlinehelp/index.html?contextId=remote-access-VPN-Sophos-Connect-client and all its sub-pages.

We also provide some examples of .pro files depending of what you want to achieve as well as how to use them: https://docs.sophos.com/nsg/sophos-firewall/19.5/help/en-us/webhelp/onlinehelp/index.html?contextid=remote-access-vpn-sophos-connect-provisioning-file

Hope that helps,
Rémi