Actually, calling the gradient tool a filter is a bit misleading, because it isn't found in the filter menu, but on the tool palette. It is on the same button as the Paint Bucket tool. Click on the button and hold for a couple of seconds to see the alternate tool menu.
Selecting the Gradient tool opens the Tool options bar, which for the Gradient tool has seven options. The first is a drop-down menu to select what type of gradient effect we want to apply.
To add a realistic photographic gradient filter we'll use the second choice, Foreground to Transparent.
For this to work, we also need to select the foreground colour. To enhance the storm clouds we can use a plain black, which will simply make them darker, but we can also add a hint of colour to improve the effect. Click on the foreground colour button near the bottom of the tool palette. In the colour picker window you can select the colour for your gradient by either clicking on the colour field, by moving the sliders on the colour bar, or by entering colour values numerically. For this picture we'll start with plain black, but add a bit of green and a bit more red, to produce a very dark brown.