There are a couple of ways to embed a Gravity Form in a Wordpress page.
Method 1: Add the form within a page
Click the 'Add Form' button above the content editor.
In the pop up window, select the form you want to embed
The form shortcode will be added to the content of your page
Save the page and you are done!
Method 2: Add the form within the form edit page 'embed' option
You can also add a form to a page from an option within the form edit page. There is no need leave your form and go to the page at all. There are three options:
Start by going to the form's edit page and click the '</> Embed' button. Which is next to the Live Preview and Save Form buttons.
Add to Existing Content - Choose a page that has already been created.
Create New - Add a new page.
Copy the shortcode - Paste the this shortcode directly into a page of your choice.
Clicking the button will copy the short code that looks like this.
example shortcode:
[gravityform id="342" title="true"]
From there you can just drop it on your page as you normally would.
Recommendation: After you save a form to a webpage make sure to visit the page and perform a test submission. Make sure you receive any notifications and confirmations. If not, walk through the set up again.