No ID number

The blue "attach" button on an index detail page brings up Source Linker. There are circumstances where Source Linker can create profiles or add relationships to existing profiles, but I don't think it's the best first step.

Instead, I went to Family Tree - Find, put in "Gabriel Contreras Penafiel", and got as the very first result a person with the right names of parents and country of death (though no dates): https://www.familysearch.org/tree/person/details/GK47-P3V.

If that looks correct to be intended as your grandfather, then you can attach the profile as your grandfather by copying its ID, going to your appropriate parent's profile details page, scrolling down to Family Members, clicking "Add Parent", and choosing "by ID".

Independently of attaching the existing profile as your grandfather, you can attach the indexed death record as a source to the profile by copying the ID, then going to the index page and clicking the blue "Attach" button, and using the copied ID to choose the tree-side focus person.

Forgive me if you already know all this, but perhaps an explanation of the basic structure of things on FS would help.

FS is a vast sprawl of disparate elements that are variously connected to each other. Two of those elements are the database of indexed records, and the collaborative, open-edit Family Tree. The intention is for the Tree to have one and only one profile per deceased person, and for every entry in the index database to be attached to exactly one profile in the Tree. Both are very distant goals, for various reasons. For example, the Tree was initially populated (a dozen years ago) from FS's prior systems, which had multiple profiles for the same people, and a lot of that duplication still hasn't been cleaned up. Another reason is indexing errors, or more broadly, the fact that indexes aren't actually the data, no matter how much easier they are for the computer to parse than the documents they're based on.

The primary tool for creating connections between indexed records and tree profiles is Source Linker. It's a highly flexible and efficient tool, but it can't do everything. For example, it cannot create a profile without a relationship, nor can it correct errors in an index. (It can, however, be used to connect everything as correctly as possible, despite such errors; it just sometimes takes some contortions.)