It is possible for foreigners in Switzerland to become Swiss citizens. This does not occur automatically, though, and you will have to meet various requirements specified by the government, the canton and the municipality where you live.
The municipality, canton and government are involved in the naturalisation process, in other words it is a three-stage process. Contact the municipality where you live, or the Grisons Office for Migration and Civil Law for information about the requirements that apply and how the process works. Your application, with the necessary documents, must be submitted to the Amt für Migration und Zivilrecht (Office for Migration and Civil Law ).
There is also a simplified naturalisation process that, under certain circumstances, applies to the foreign spouses of Swiss citizens and to the children of a Swiss parent who are not yet Swiss citizens. This is a government process. The application should therefore to be submitted directly to the Staatssekretariat für Migration (State Secretariat for Migration SEM).