Most of it sinks to the core in a molten body, actually, since it has an affinity for iron+nickel. The stuff that manages to stay behind tends to not stay chemically combined with rock because it's unreactive. Basically, when a blob of liquid (magma or water) is slowly cooling underground, you get individual crystals of various minerals precipitating, and since gold doesn't tend to combine with other elements, where it exists in quantity it's bound to find it's way into crystals of native metal. If it's a nuggets-type deposit this is what happened, plus maybe a period of weathering+sedimentation or two.

Concentrated ores of other uncommon or rare elements have a similar origin, just obviously with different chemistries. The exact history of each gold deposit will very. Some are probably associated with core-material asteroids that impacted the crust more recently than the molten days of the Earth.