It would be helpful to see what's on the disk, as I'd hope it would contain a configuration file.
How big (in MB!) is everything on the disk? Would it be possible to add all the files on the disk to a ZIP, and upload it somewhere?

Ultimately you'll need to follow these instructions - https://github.com/gnea/grbl/wiki/Compiling-Grbl
And then to test if it's successfully flashed to the board, open the terminal within the Arduino software, type and send '$' to see if you get a response as per - https://github.com/gnea/grbl/wiki/Grbl-v1.1-Commands