As I understand it, the Gradient map works like so:
You make an image in black and white and gray, filling in shadows to your heart's content.
Then you make a new adjustment layer, setting it to Gradient map-
Then you can select a gradient or make one of your own- running from a dark color at the left to a light one on the right ( you can add in other colors in between to make the gradient look juicier).
This gradient map layer will then alter the look of your gray scale image- the darkest parts will be the left end colors of your gradient, the lightest color will be the the right end colors of your gradient, and the various grays between will be the blended middle colors of your gradient.
This is hard to explain without pictures- I recommend looking at Yuni's tutorial on this- over here:
http://yuni.deviantart.com/art/Coloring-technique-61468467 (just click on he next buttons at the bottom to get through it.)