I can't remember if there's a CLI command (though, if there is, it would be in the Admin Guide or you could run "man cf" from the CLI).
But there is an option in the GUI (under the first branch) which presents you with a printable version of the appliance's configuration.
I checked in GUI i do not see any option that says appliance config.
We are using version 5.08.
It's under Monitor -> Firewall Policy Report.
You can also run this command on the CLI:
$> cf config make_report
Then send the file /var/reports/report.zip off the firewall, unzip the files and open the .html file there to see the configuration in the web browser.
MAny thanks Sliedl.