Hi tusrob,
First things first: what version of the OS is reported by MAX? Or, from the ssh console, run uname -a and post that.
Now, before you trek down this path of learning and discovery, I think it warrants some clarification: what you want to achieve is to take inbound traffic to your NI Linux RT system, destined for a particular port (24), and send that traffic onward to another target (192.168.22.1), is that correct? This is basically the same sort of functionality offered on consumer routers to allow access to a machine on your home LAN from the internet (on a port-by-port basis). I will assume that this is the intended result.
Moving on, no matter what kernel you are using, NI's not traditionally enabled NAT (it's not a common use-case to need port-forwarding or masquerading). You can double-check this by checking the configuration that the kernel exposes (zcat /proc/config.gz | grep NAT). That's the bit of the message that's asking "do you need insmod?", basically indicating that the kernel module is not inserted and cannot be when attempting to load that module.
I'm afraid that you'd need to rebuild the kernel that's appropriate for your OS image to enable the NAT module. I've put together some videos that work through doing just this sort of thing, specifically the second video Working with the Linux Kernel on NI LabVIEW RT targets - Exercise 2
