I have never seen grbl installed like that. I have grbl installed in my sketchbook\libraries folder. To install grbl into an Uno, I go to File, Examples, grbl and load the grblUpload file into the IDE then upload to the Uno. You will probably get the "Low memory available, stability problems may occur." message, but it is nothing to worry about. Make sure that the serial monitor baud rate is set to 115200.