How I can change default Wordpress Comments form?

Gravity Forms does not have comment creation functionality built in. Out of the box it can only create WordPress Posts, not comments. There is currently no official or 3rd party add-on available for comment creation.

If you wanted to use Gravity Forms to replace the default WordPress comment form you would need to do this as a customization. You would need to use available Gravity Forms hooks and execute custom code that you write to handle the comment creation. Which hooks you use would depend on what you are trying to accomplish.

You would most likely be the gform_after_submission hook which is documented here:

http://www.gravityhelp.com/documentation/page/Gform_after_submission

That hook is executed towards the end of the form processing and can be used to execute custom code.

Your custom code would be placed in your themes functions.php file or you would house it in a custom WordPress plugin that you create and then activate.