It’s a really poor day for filter comparisons, but this will give you the idea.
This photo was taken with no filter. You can see that the camera has tried to correctly guess the exposure and shutter speed needed to get some definition in the clouds. But in order to do that, the exposure is so short that the trees are too dark to make out. If I set the camera to the correct exposure for the trees then the sky would be totally washed out.
A graduated ND filter is dark at the top and fades to be clear at the bottom. So now, the camera can take the correct exposure for the trees without washing out the sky.
As you can see, the cloud definition is still there (as much as can be on such a grey day)but the trees are also lighter and you can make out the branches.