if you download the zip and look inside wp-admin/import/ you will see a greymatter.php file.
if you look in the docs you will see this:
https://codex.www.ads-software.com/Importing_Content
of which greymatter is listed, with comments on the script. Ive no idea if anything has changed since that codex article was originally written.
if you had searched the forum here:
https://www.ads-software.com/search/greymatter?forums=1
if you had googled this:
https://www.google.com/search?hl=en&pwst=1&sa=X&oi=spell&resnum=0&ct=result&cd=1&q=greymatter+to+wordpress+importer&spell=1
might wanna look at the third link.
these are all things you might have done.