How can I set up a Sophos UTM test environment for security research?

To set up a Sophos UTM test environment, download the ASG ISO image (e.g., `asg-9.711-5.1.iso`) from the Sophos UTM download page and install it in a VMware VM. After installation, access the web interface at `https://<IP>:4444/`, set the admin password, and enter a license. Enable SSH via Management > System Settings > Shell Access, then modify `/etc/ssh/sshd_config` to allow root login and restart the SSH service. This setup mirrors the approach used in the Sophos UTM Exploitation Analysis - Exporting Configuration Files.