Graphics32 does not come with .dproj files, so you might have to do some adaptations regarding component installation / setup yourself. The reason why these file types are not included can be found here.
If you open the .dpk files in the IDE (for recent Delphi versions there are runtime and designtime packages) you can of course build and install the packages right away. The designtime package need to be installed otherwise they won't be shown in the IDE. It should show something like "Package [..]\GR32_DSGN_RSXE1.dpk has been installed". If you have not removed previously installed GR32 packages before you should also get a text for all the new components now installed.
To actually use the components in a project you need to have either the source files or the dcu files be found from Delphi. As mentioned in the comments before this can either be the library or the search paths depending on what you want. For a better explanation see this question here on stackoverflow.
In short and as mentioned by Stefan Glienke in a Google+ post you shoud not put source files in your library path as it will cause the files to recompile each time you compile your project.
Instead, you should take some time configuring the packages options in advance (before building / installation) to put the DCU / DCP directly into a place where it can be used. For example you can put something like
....\Lib\XE2\$(PLATFORM)\$(CONFIG)
into both packages 'Output path for units' AND 'DCP output path'.
Now after build/installation, just add the path specified there into the library path. In addition you can put the source path into the search path, so that a [CTRL] + Click will find the code as well.
The advantage of this is that the library will be used with the package options, which might differ from your project's options.
As said, other ways are possible here including installing the components directly into a global library path.
This might not explain why the components are not visible in your project, but maybe you should just remove the existing packages (delete them from the list, not only uncheck), restart the IDE and reinstall the packages as mentioned above.