To create a tax id in GP go to Tools-Setup-Company-Tax Details and enter the tax accrual ID on each company and save it. 

Make sure you enter the correct GL account number on the screen above and correct vendor ID on the user profile in Gorilla, else you may face the following error -

TaxScheduleKey does not have a default GLAccountKey


After setting up the tax ID, copy it on the settings screen on the Integration App.  Please see the attached screenshot. 

You will have to check the "Enable Tax ID", then enter the Tax ID and enter the percentage and click save.