First, we are not legal advisers and therefore cannot provide advise as to "HOW TO COMPLY TO THE GDPR".
That said, there is a lot of information available to you that you'll need to research, and, there are many plugins available for use at https://wordpress.org/plugins/search/gdpr/ However, all plugins available state that just having them active or using them (including the second checkbox in Profit Builder), does not mean that your site is automatically GDPR compliant as there is much more to compliance beyond the form checkbox itself as shown through the links below.
It is strongly recommended that you reach out to a GDPR consultant for additional information and advise if these links given do not answer your questions.
The GDPR is strictly regulated for those who reside in the EU, although if you have customers who are not in the EU they will also have to consent to the forms along with your GDPR regulated Privacy Statement, unless you have a separate website compliant for The GDPR for EU customers only.
From what we understand, the only solution to getting around The GDPR is to block IP addresses from the EU so as not to allow those country IPs access to your site. https://www.google.com/search?q=block+EU+ip+addresses&oq=block+EU+ip+addresses&aqs=chrome..69i57.9494j0j7&sourceid=chrome&ie=UTF-8
Most all autoresponder companies will have and/or advise you on how they are, and you need to be, GDPR compliant.
(Although MailChimp does not seem to be compatible with embedded forms, so if you use MailChimp you'll want to contact their support for further information.)
For any other autoresponder information regarding The GDPR simply do a search through your favorite browser with the name of your autoresponder and The GDPR.
Here are a few other links that you may find helpful:
In summation and simply put, if you have EU customers you must fully comply, if you don't have or don't want EU customers, you must block EU IP addresses...