Grey literature is not easy to find, which is why it's "grey"! Expect to have to do quite a bit of searching. That being said, with more and more information being published online, it's become a bit easier.
Government agencies, research institutes, organizations, companies or associations will often have a link to "research" or "publications" on their website. If the body produces a large quantity of publications, then they might even have a "database" or "institutional repository" available for searching.
It is helpful if you know which bodies publish in your area of research interest, but if you don't know where to look, you have a few options:
You can limit Google searches to particular files such as PDFs, PowerPoints, etc. This can be helpful when looking for reports, particularly by professional associations, organizations, and governments.
You can also limit results to sites with specific domains, such as .org, .edu, .mil, or .gov.
When you search Google.ca, you are searching the Canadian version of Google. If you know the top-level country code domain for other countries, you can search their version of Google. Keep in mind that this will not necessarily change the language of the results you see, but will show you results Google thinks are more relevant to those in that country. This can be helpful when doing international research.
Example: Go to Google.de (Germany's version). Search for government privacy.
These are just a few of the more general sources for grey literature. To see if there might be something specific to your research or program area, contact a librarian.