Grey literature is a somewhat ambiguous topic. The simplest definition is anything that has not been formally published in an indexed publication - that is, anything that you wouldn’t find by searching in a database subscribed to by your library. Grey literature tends to characterized by being difficult to find, hard to cite, and lacking the checks and balances of traditional publication, such as peer review and copy editing. Examples of grey literature include posters, conference abstracts, government reports, and blogs. This may also include pre-prints, especially if those pre-prints never materialize into a formal publication. Gery literature is not inherntly less valuable than formally published literature; however it may require more judicious evaluation before being trusted as quality evidence.
Grey literature is generally found either through a search engine such as Google or DuckDuckGo, on conference websites, on the personal websites of academics, in pre-print repositories, or through government or NGO portals. For example, for Canadian government publications, there is the Federal Science Libraries Network, a search portal for seven science-based departments and agencies of the Canadian government. And while many pre-print servers exist, a common portal and hosting service is OSF Preprints.