Configure the NetXMS agent on the server as a proxy.
Ensure the firewall is configured to allow SNMP connections from that server agent's IP address.
Place the server and firewall in the same zone in NetXMS.
Configure the server node in NetXMS as the communications proxy for that zone.
That should allow you to poll the firewall via the server.
You can add switches into that zone as well and they'll be polled via the server agent.