There's no direct translation for the name "Gary" in Korean. Korean names are usually structured differently and don't have direct equivalents to many Western names. To use the name "Gary" in Korea, you would typically write it phonetically using Hangul. The most common romanization would be:
개리 (Gaeri)
This is a close approximation of the pronunciation. However, Koreans might also choose a different spelling depending on how they perceive the sounds.