When you're on the Gradebook page of your Classroom, make sure that the toggle "View By" button is set to "Individual Students" and the drop-down "View" is set to "Individual Scores."
When a specific activity needs grading, the name of that activity will be a hyperlink (able to be clicked on!) instead of black text.
Click on the activity, and you'll be able to grade it right then and there.
For more details, check out our article called How does the gradebook work? and scroll down to the header called "Grade Assignments."