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The process of storing a gzip file in HDFS involves the following steps:

1. Create a Hadoop cluster and ensure that HDFS is running.

2. Create a directory in HDFS where you want to store the gzip file.

3. Use the put command to copy the gzip file from your local file system to the HDFS directory.

4. The put command automatically stores the gzip file in HDFS as a binary file.

5. Once the gzip file is stored in HDFS, you can use the HDFS commands to view, manipulate or delete it.

Alternatively, you can also use Hadoop Streaming to process or analyze the gzip file directly from HDFS, without having to copy it to the local file system.