PMG is no outgoing server by himself. The normal setup requires, that you have a mail server in front of PMG for outgoing mails. So you need to set up SMTP auth on your mail server. You need to allow just this server in PMG under networks. As outgoing mails go through another port on PMG, noone will usually go in error through PMG. If you would like to take sure, you should bring PMG behind a firewall or install a firewall on PMG and limit access to PMG outgoing SMTP port only to this mail server, you need to configure correct to only allow SMTP auth.