It's super cool that you know about the intricacies of photosynthesis! In plants, just like humans, water is everywhere. It is the base molecule that most liquids in the plant are based off of. In the chloroplast where the grana are, water is everywhere. Both inside and outside of the grana, water moves around.

There is one unique part of photosynthesis that occurs within grana with respect to water molecules. H₂O is split into H⁺ (protons) and O₂ (which is what we breathe!). This is the only place in all of nature where water is split by biology. Crazy! the H⁺ ions are used to create chemical gradients and power photosynthesis while the O₂ is released into the air around the plant. Hope that answers your question.

Grana are stacks of thylakoid membranes, which means that the fluid both inside and outside of them is water. A water molecule is just part of that fluid. In order for photosynthesis to work, water has to get broken apart into hydrogen and oxygen ions, but most of the water just stays water.