I started downloading the client again from the GOG and the file name says
“setup_grim_dawn_1.0.2.1_(15661)_(g)”
and I suppose the “(g)” means galaxy which is a software.
I do not want to install the galaxy thing, but there is no other download option from GOG.
Does anyone know if this file can be installed without the galaxy?
you can go to gog.com . to the right is your name, if you’re logged in. CLick on it to get a drop down menu. Choose your Library, collection of the games you own. There you can download the file through the website without the need of Galaxy. I know, because I just did it as a test.
the G at the end is most likely for the developers. That way they can keep the GoG and Steam version seperate after compiling the code and such. then they send the one with G at the end to GoG so they can put it up. While the one with S gets uploaded to steam.
Galaxy is supposed to be optional so you should be able to download it without installing that directly from your GOG library. What happened for me though was that the file still goes into a GOG Galaxy folder on my PC. So ProgramFiles (x86)/GOG Galaxy/Games/Grim Dawn. It’s just that Galaxy itself wasn’t installed.
I eventually gave up and installed Galaxy again since I also have Titan Quest Anniversary Edition via GOG and every time they update it I have to download the whole game again since GOG don’t do patches for it unless you have Galaxy. With my slow internet speeds that takes around 3.5 hours to do. 
Thank you for the responses. I could install the game with the (g) files without installing the galaxy.
:):)