Champion Gundyr can be found in the Untended Graves, which acts as a dark version of the Cemetery of Ash. He is found in the same exact spot you fought Iudex Gundyr, and is actually the same entity, only from the past.
To access the Untended Graves, you must defeat Oceiros in the Consumed King's Garden, which is a small, optional area accessed at the beginning of Lothric Castle after the Dancer of the Boreal Valley bonfire. After vanquishing Oceiros, you'll reach a dead end where you can find the Path of the Dragon gesture. Attack the wall opposite from where you entered to reveal an illusory law, and follow the path to the Untended Graves. You'll start out where you started the game in the Cemetery of Ash, only everything looks different. Proceed forward to where you fought Iudex Gundyr to find Champion Gundyr.
As far as the boss fight goes, it starts off exactly like the Iudex Gundyr fight, with the sames moveset and everything. The only difference is that the Champion version deals more damage. At about 50% healthy, Gundyr will perform a warcry and start to attack much more aggressively. This is where the real fight begins. Keep your distance from him and move in after he finishes a combo to get in a hit. He does not leave much of a window for you attack. Be mindful of his kick, which he will often counterattack with. It's hard to dodge, but it only inflicts a fair amount of damage. Gundyr does not have a lot of health or defense for a late game boss, so be judicious with your hits (one at a time) and this fight should be over in under three minutes. Rolling is a necessity to dodge the worst of his attacks.