Answer:
First activate Gradient Tool (G) then click on gradient which appears on Options Bar, this will open Gradient Editor dialog, at middle of dialog is gradient and stops. Click on stop to activate Color field (below gradient, Stops section), then click on rectangle with stop color and Select stop color dialog will open. Choose color for that stop and click OK. You can add stops on gradient, click below gradient to add stop color or above to add opacity stop which you can adjust on Opacity slider (use and position text field) or drag stop to change its location.