The History of the Danes, by the famed medieval historian Saxo Grammaticus, reports the life of Gytha (as well as the lives of her brothers Magnus and Godwin or Edmund). Following the death of their father, the famed Harald Godwineson, the three escaped to the Denmark, to reside in the court of their cousin once removed, Sweyn Estridsson. After residing there for a period of time, Magnus left to serve in the court of the Bolesław II the Generous, a prominent king in Poland, while Gytha was married to Vladimir II, an ally of Bolesław II the Generous residing in the Kievan Rus. These are the basic facts referenced lightly in the History of the Danes regarding the lives of Gytha and her brothers.

Regarding the second portion of your question, which I find to be more interesting, "How did two seemingly distant kingdoms end up in contact with each other?", I would point to what I refer to as the Northern Medieval Arc.

This Arc, which encompasses as far West as Vineland and as far East as the Kievan Rus, encapsulates the broad territory populated by the northern medieval kingdoms. While we may think of the kingdoms of Wessex and those in the East as being separate and quite distant, trade and travel within The Arc was actually far more common than we might think. We have both archaeological and familial evidence to support this idea of a vastly interconnected continent and Northern Medieval Arc.

• Archaeological Evidence: For this I would point to one of the most prominent and discussed aspects of the Northern Arc; Islamic coins found in several hoards in Scandinavia (1). Throughout Sweden and much of Scandinavia, archaeologists have uncovered several large hoards of Islamic Dir-hams, from the Middle East and as far as Northern Africa. Now what does this tell us? This is indicative of some of the extent of trade between Scandinavia and the rest of the world, and shows that it was far larger than might be anticipated. As the journeys of Ibn Fadlan as well as the Volga Trade Route might tell us, the connections especially between Scandinavia and the Kievan Rus were extremely strong.
• Familial Evidence: As previously mentioned, the Gytha and her brothers sought out refuge in the court of their cousin, Sweyn Estridsson, a Dane. The connections between the Danes and the royal houses of England. Gytha, via her grandmother Gytha Thorkelsdóttir, was connected to the Danish royal house. The connections between Scandinavia, the most northern parts of Europe and the East were incredibly common, especially among royal houses.

All of these points are to say, while we may perceive the Kievan Rus and England as disparate and distant places, we have enormous amounts of evidence to suggest that much of the Early Medieval World was heavily interconnected, by bloodlines, trade, conflict and language.

Here is a full "tour" of Europe in the year 1000 by History Time

And an additional "tour" of the Viking world

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(1) Kovalev, Roman K. “Dirham Mint Output of Sāmānid Samarqand and Its Connection to the Beginnings of Trade with Northern Europe (10 Th. Histoire & Mesure, vol. 17, no. 3/4, 2002, pp. 197–216. JSTOR, www.jstor.org/stable/24566575. Accessed 6 July 20

For Vladimir II, what was the benefit of marrying the daughter of a king who had lost his Kingdom, and who, presumably, had no dowery?