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Your Gradient Toolbox is on the right side of your screen. You will need to click the Gradient Tab and then click the two arrows beside it to expand the options. If your Gradient Toolbox is not opened, go to the top of your window and click Window > Gradients. That will open the gradient toolbox.
In your gradient toolbox you will see the Type field, this field allows you to choose what type of gradient you want. You have two choices, you can select the Linear or the Radial. The angle determines how your gradient will be applied. With the Radial type, the angle field will not be useable.
The bottom bar is your gradient bar. Below the bar you will see the two arrows which are often referred to as sliders. The sliders are how you will change the color of the gradient. You can add more sliders by clicking somewhere in between the two original sliders. You can also move the sliders with your mouse.
To apply a gradient, all you have to do is click the gradient bar. That will apply the gradient to the object that you have selected. Then you can change the color, angle, and type of gradient that you want to use. To get a visual of the gradient box and what it does, take a look at the Gradient Box image.