Make sure the JDK is properly installed and JAVA_HOME environment variable is defined. To make sure your JDK is installed, you can open a command prompt and enter
java -version
Make sure appropriate Grails files as downloaded and GRAILS_HOME environment variable is defined. To make sure Grails is installed, you can open a command prompt and enter
grails -version
Once you have successfully installed JDK and Grails, go to the folder where you want to create your Grails app and type
grails
create-app com.example.yourappname