In Photoshop, gradients are stored with the application in the Gradients panel and are available in all documents.
In Illustrator, gradients are stored in the Illustrator document in the Swatches panel and are available in that document.
You can save the gradient swatches as a library by selecting them and using the Swatches panel menu to select "Save Swatch Library". You can then load the library into other documents from the panel menu.
All Illustrator files are also libraries by default, but some people are more comfortable saving to swatch library, which is actually an Illustrator file.
"Do you know where can i find this kind of gradient but in grd?"
If you want raster gradients for Photoshop, search for "Photoshop gradients". You might also open the Gradient panel from the Window menu and use the panel menu to see if there are any that ship with Photoshop that you like.