GRUB gets installed on your harddisk in your root partition, it’s configuration file on the boot partition and finally into your boot sector if I’m correct. UEFI is a standard for your firmware located outside your harddisk. You go from firmware -> partition layout -> bootloader (grub) -> kernel.
The firmware is closed source under BIOS or UEFI or if you’re hardcore open source, libreboot/coreboot/‘other options’ and is located somewhere on your motherboard on some chip.
Then there’s the partition layout and bootloader that are located inside /dev/sda I believe, so inside the device itself, which can be read if you want to take a peek at it.
Now the bootloader located in the boot sector /dev/sda loaded by the firmware located in some chip in the motherboard, has access to the boot partition, where it loads the bootloader’s configuration file usually located at /boot/grub/grub.cfg for GRUB.
I remember UEFI having some kind of standard bootloader by itself, so it doesn’t even need a bootloader if I can remember correctly.
This what I recall as it was quite complicated for me too. Especially with software being called firmware and not being called motherbootware or pre-bootware or anything that indicates that this piece of software is the very first thing that starts running during boot.
But you look at /boot and what you can find there. There will be at least two files there called initramfs and vmlinuz, which were also part of the boot process, but I forgot what role those two played.
Oh wait, I see that vmlinuz file has a version to it. I couldn’t remember if vmlinuz was the kernel or not, because I used to have multiples of them, but these days I only have one.