I am trying to build the Grover circuit using the IBM Quantum Composer circuit composer. The Grover example has a CZ gate. I can't find that gate in circuit composer.
There is no Controlled-Z in the circuit composer by default because this gate can be built from CNOT ($CX$) and Hadamard gate $H$. This is because we have the identity $$ Z = HXH$$ This implies that $CZ$ can be constructed as:
Now, in the qiskit composer, there is a button + Add that allows you to add this gate operation as a pre-defined gate and you can named it as CZ gate.