Think of Kontakt as a car. It doesn’t do anything by itself. It needs a driver. The sample libraries are the drivers of the sounds. They are played by Kontakt. You buy sample (instrument) libraries from Native Instruments or third parties. There are also a LOT of free Kontakt instruments out there. Kontakt isn’t cheap. In fact, it’s rather expensive. But it’s the best supported sampler out there. There are some good libraries for Samplitude from IK Multimedia, but nothing like the support for Kontakt.
GP is a VST host. It doesn’t provide any sample libraries on its own (except for a couple freebies, like Lost In 70s), that are used in the demo gig files that come with GP.
Kontakt Player (free) can only play licensed Kontakt libraries. There are almost NO free licensed libraries due to the cost of NI licensing. The Heavyocity Foundation series is an exception. Most Kontakt libraries require the full (paid) version of Kontakt.
You might want to take a look at Spitfilre LABS. LABS is a free sample player and Spitfire has released a lot of free instruments for it.