We have encountered a JRE-based vulnerability report
So, How do I upgrade the WatchGuard Server Center JRE version
OpenJDK is free?
I don´t think this is possible.
It's not possible for you to do this -- it's embedded into the WSM/WSC install.
I'd suggest opening a support case and attaching the vulnerability report, as well as what version of WSM you're using (you can find that in help -> about WatchGuard in WSM.)
WSM/WSC does use OpenJDK/JDK, but the vulnerabilities cited are very generic -- insofar as it appears that the scan may just be looking for a version number rather than any context.
WatchGuard Customer Support