Can anybody help me set up React in my Grav site?

@skipper, The question is quite broad and the provided information is a bit minimal.

It would be handy for us to understand what research you’ve done, what you’ve tried, what you expect would happen and where you got stuck… Knowing what skills level you have in building a React frontend in combination with a PHP server in general might also help.

Please have a look at The art of asking great questions. There are a couple of topics that might help improving your question.