New to Sophos Firewall

Why set the any FW in bridge mode? It will basically lose all it's functionality.

Use the FW as FW...

lachtt, do you mean transparent mode, not bridged mode? That way you can use your TP link as a wireless access point/router and the DHCP server?

Configuring Sophos XG in bridged mode.

It might be better to use the XG as the router, and the TPlink as the switch/wireless AP

I've used the wrong term, I didn't know the fw has a "transparent mode". 

Yes, that's what I want to go with because it is easier to manage. Configuring the fw as the router is my second option. I've watched this video, my only problem is how to create its NAT rule.

Hi lachtt 

When you deploy Sophos Firewall first time comes with the default NAT rule which will allow access to the internet.

Below are screenshots for the same

Please refer to below KBA for specific NAT requirements: 

hhttps://docs.sophos.com/nsg/sophos-firewall/18.5/Help/en-us/webhelp/onlinehelp/AdministratorHelp/RulesAndPolicies/NATRules/index.html#clean-up-linked-nat-rules-in-the-rule-table 

Thanks and Regards