I have read that obtaining the gradient of a vector-valued function $f:\mathbb{R}^n \to \mathbb{R}^m$ is the same as obtaining the Jacobian of this function.
Nevertheless, this function has only one argument (the vector $\mathbf{x} \in \mathbb{R}^n$)
How can I take the gradient of a function $F(\mathbf{x}_1, \mathbf{x}_2, \ldots, \mathbf{x}_n)$ with respect to some $\mathbf{x}_i$?
The 'gradient' of something usually means taking all partial derivatives. Therefore
"taking the gradient of a function $F(x_1,x_2,....,x_n)$ with respect to some $x_i$"
is not really a thing. However you are right that all partial derivatives of a vector valued function arranged in a $m\times n$ matrix are usually referd to as Jacobian.