You do that in your recording program. GR can be used as a VST plug-in and a couple other plug-in formats also. You record dry in your software and then apply GR as a VST or what ever plug-in as an effect.

I don't record that way, I record the exact sound I want as if I was doing it in a studio, but lots of people do record dry and apply Gr as an effect.

I have used GR as a VST effect for stuff other than guitar. It has a zillion effects that don't have to be used for just guitar.