To join a challenge someone who is already in the group needs to invite you. They can either send you an invite link or give you the code. If they send you a link, tap it and you will be prompted in the app to join the challenge. Alternatively, if you are given a code, tap "Join" from the menu and enter the code on the screen that is presented.
To invite someone to a challenge, first be on the challenge feed screen. Notice the three dots in the top right corner. Tap that button and select "Invite". You will be given the option to share a link through the share sheet. Alternatively, you can send someone the challenge code which you can get from the challenge details screen.
GymRats does not support direct integration with third-party devices like Garmin, FitBit, etc. GymRats does however integrate with the Apple Health app. If your activity is saved there, you can import it in GymRats.