The GF (and all 40-45W CO2 lasers) cannot engrave metal (as in cutting deeply into it). It can mark metal (which is called engraving in the laser world) using something like the Ceremark that @cynd11 mentions (also check this out: Both Mustard & Straight Vinegar INDEED etch stainless..perfectly! See ya Ceramark)
It will also happily remove the coating on coated metal giving you a lovely engrave like @geek2nurse pointed out
If you really really want to full on etch metal - then the GF can help: Who says you can't etch / engrave metal with the GF? I just did! Well, sort of, lol