In the wikipedia page for reductive groups under the isogenies section it says that for any field $k$ (You can assume the field to be non archimedean of $0$ characteristic here) one has an isomorphism $(\mathbb{G}_m\times SL(n))/\mu_n\cong GL(n)$ where $\mu_n$ is the scheme of $n$-th roots of unity.
What is this isomorphism explicitly? Does the same hold for the symplectic group, meaning $(\mathbb{G}_m\times Sp(2n))/\{\pm I_{2n}\}\cong GSp(2n)$?
Yes, this holds quite generally.
Let us assume that $G$ is an algebraic group i.e., a finite type group scheme over some field $k$. There is a natural map
$$p\colon G^\mathrm{der}\times Z(G)\to G,\qquad (a,z)\mapsto az.$$
Here $G^\mathrm{der}$ is the derived subgroup scheme over $G$, and $Z(G)$ the center. This is a group homomorphism as can be easily checked. Moreover, it's clear that
$$\ker (p)=\{(a,z)\in G^\mathrm{der}\times Z(G):a=z^{-1}\}\cong G^\mathrm{der}\cap Z(G)=: K,$$ where this isomorphism is via diagonal embedding.
So, one sees that if $p$ is surjective, then we have the following isomorphism
$$G\cong (G^\mathrm{der}\times Z(G))/K,$$ where again $K$ is embedded diagonally. Your desired isomorphism then follows from the following.
Of course, one must be careful in intepreting this isomorphism when $k$ is note algebraically closed. Indeed, as $K$ is central in $G^\mathrm{der}\times Z(G)$, one has an exact sequence of groups
$$1\to K(k)\to G^\mathrm{der}(k)\times Z(G)(k)\to G(k)\to H^1(k,K).$$
In particular, there is no reason that $G^\mathrm{der}(k)\times Z(G)(k)\to G(k)$ is surjective or, said differently, that $G(k)$ is isomorphic to $(G^\mathrm{der}(k)\times Z(G)(k))/K(k)$ via the obvious map.
References:
[Milne] Milne, J.S., 2017. Algebraic groups: the theory of group schemes of finite type over a field (Vol. 170). Cambridge University Press.