Adding to the gradient tut in /gradientmap, here's how to add gradient files you've downloaded:

1 - After you opened your image go to Layers.

2 - Click on the Icon that I circled.
This will open a list, just scroll down till you see Gradient Map and select it, it's almost at the bottom!

3 - Click the arrow next to the gradient editor / preview.

4 - Click the arrow on the upper right corner of the pop-up, then click on Open .GRD!

After this select and add the .grd files you have downloaded, and they will be added to your saved gradient maps ^.^

There's another way to open .grd files on Photopea:

1 - Click on File > Open More
2 - Choose Open from URL and paste the URL of the .grd file you want to use.

It's less steps than the "average way", but honestly I find it more tedious since you can only add them one by one this way, while using the method I explained first you can add multiple at the same time! Also, when opening them from urls they get automatically named "https://", don't worry about that, it's just a name.
Either way, use the method that works the best for you ^.^