Greetings,
The Symantec Messaging Gateway (SMG) is an appliance that requires it's own server, which can be either physical (which needs to be purchased through Symantec) or virtual using VMWare ESX or ESXi.
For a more detailed explanation of the system requirements, please review the installation guide which is linked below.
Symantec™ Messaging Gateway 10.0 Installation Guide
http://www.symantec.com/docs/DOC5741