The fact that you are using a "cluster" does not require any more steps than being a single instance. The gtwys in a cluster use the same "configuration" repository so 1..n gtwy would use the same private keys with respect to FIPS 140-2.
FIPS 140-2 is ambiguous. Do you mean Level 1 or Level 3?
Level 1 - is accomplished in software with the RSA BSafe libraries we use for cryptographic operation. You would need to limit the algorithms available via the Policy Manager under the Task / Manage Cluster-Wide Properties. The property you want to set is
security.fips.enabled = true
This will require a restart. This is found in the Policy Manager User Manaual at page 637
Level 3 - requires an HSM and in the Installation and Maintenance Manual at page 52. The steps necessary to integrate and achieve Level 3 are stated.