There are lots of GUIs, but the command-line method is extremely simple when you need it quick and ad-hoc. This works with Fireware version 11.8 and after. First web-browse to here:
https://1.2.3.4/sslvpn.html
where 1.2.3.4 is the IP of your Watchguard. Then login and pull in client.ovpn from the lowermost link. Then just run:
openvpn --config client.ovpn
login in, and you’re in. If the Watchguard has multiple SSL VPN configs and the default is the wrong IP, just change the IP in the .ovpn file and it will work fine.