how can I download GRD file from Adobe color so it can be used in photoshop
As far as I know you can only save a set of swatches to your library.
here is the screenshot from the help files
Those colours can be dragged into the swatches panels and then exported as .ase files. So it will be basically the same with gradients. save your gradient into your library, and export as .grd if you need it for sharing or a back up.
Be aware that the notion of Adobe Themes is no longer supported, so it will be libraries.