If gorgonian has some base - the widening at the bottom, with some sand or rock attached, then you can glue it in the concavity in the LR.
Super Glue Gel (hardware store kind will work too) or epoxy putty from most online aquarium suppliers. Most LFS also have it - take a look at yours, good chances, that you find it.
It gorgonian doesn't have a base, just stalk, then take a look at fragging gorgonians tutorials (through Google image search, for example). Basically, you will need a piece of LR with a thin hole in it, remove skin from the bottom 1/4" of the gorgonian's bottom, glue it into the hole.
After the glue sets, glue this small piece of rock to the main rockwork, where you like it.
HTH