For customers using PaperSave with GP, we support integration with PaperSave. We take advantage of the document storage capabilities of PaperSave as PaperSave is also a document management system.  

This is how the integration works -

The accounting related data from Gorilla Expense is integrated with GP (as you must have seen in the demo or you see the GP integration video here), this does not include the receipts as GP has no inherent place to store receipts. We can store the receipts (in the form of 1 PDF per expense report, each PDF containing expense report summary and corresponding receipts) on your network as a free out-of-the-box option. However, PaperSave integration will do an extra step i.e. ingest these PDFs into PaperSave and then tie them up with the corresponding Payables Invoice in GP created by Gorilla Expense - such that when you open the invoice in GP, you will see the receipts as well in GP. To see how this integration works, please check this video out between 32 and 34 minutes. 
PaperSave - Gorilla Expense Demo

If you don't have the PaperSave integration, you can always go to a folder on your network, find and open the PDF from there or just go to Gorilla Expense online and find the receipts online. You can always add this integration later as well.