How to Install SCOM Agent on an Un-trusted machine
In order for SCOM to communicate with an un-trusted machine like in a WorkGroup / DMZ / different forest, you will have to import a certificate so that SCOM will trust the foreign machine and will be able to communicate with it. The most common example is a SCOM Gateway.
This topic is a bit complicated but if you use a guide like this you should be OK.
First thing you will need is an inf file that contains the request.