You are trying to run a newly introduced web-based VPM to edit or view policies on your ProxySG or ASG

"Failed to launch web-based VPM: The chosen editor is not supported by the reference device.
Do you want to launch the legacy VPM? "

Management Center version 2.2.1.1 

ProxySG or ASG with SGOS versions prior to 6.7.4.2

Web-based VPM was introduced in SGOS 6.7.4.2. If your Proxy appliance is running a version prior to 6.7.4.2, the web-based VPM will not work. You can still use legacy VPM, with full functionality. 

To take advantage of new web-based VPM, you will need to upgrade the SGOS firmware version on your Proxy to 6.7.4.2 or newer.