You can do CG at either the gym or at home - I do both (gym when I'm in the office, home when I WFH). Advantages of gym is that you have a larger range of weights and kit available, advantages of home is privacy, and nobody competing with you for the kit except DH who keeps taking my dumbbells upstairs to do bicep curls with.
CG has tons of great free content so you could just start with the 5 days of Epic Beginners and then we can easily recommend one of the serieses for you, depending on what your goals are, how long you like to work out, etc etc.