accessing database by my client

You would have to use something like the Members role management plugin to do this. It allows you to manage and create roles and say what a role can and can't access.

We recommend this one:

http://wordpress.org/extend/plugins/members/

Once you install and activate it you will need to go to it's settings page ("Members Components" under the Settings menu item) and turn on the Edit Roles capabilities.

Then this will add a menu under Users called Roles. You can then go there, select the role you want to edit and add and remove capabilities, including various Gravity Forms capabilities.

If you don't want to use an existing roll (ex. Editor, Subscriber, etc.) and would rather create an entirely new role for your customer then go to the Members Components page again, turn on the New Roles capability and then create a new role. I haven't dont this before so I don't have instructions for it.

The Members plugin lets you turn on and off capabilities and manage what users can access. So you create them a user account and assign them a role that is locked down to only access Gravity Forms entries. When they login to the dashboard, that is all they would have access to.

But they would still have to go through the WP dashboard to do so.... entries can only be managed from the WP dashboard.