I decided to test gate.io today. This is how you can withdraw your Grins using Grin++ on Windows, Linux and MacOS in 3 simple steps. First, open your Grin++ wallet and wait until your address is green like this:
Now, go to Gate.io, click on WITHDRAW; put amount, your address and the rest of the information:
Click on Submit request and wait few seconds.
Done. What were you expecting?! It is that easy
EDIT: Gate.io REQUIRES KYC.