Fundamental physical fields $\phi^a(x^\mu)$ are representations of the Lorentz group $SO(3,1)$ at every point $x^\mu$. This is true both in special as well as general relativity, only in GR we need to define the action of the group with respect to some physical frame at every point (i.e., generally not a coordinate frame).
The group $SL(2,\mathbb{C})$ is the universal cover of the connected part of Lorentz group and its point-to-point representations correspond to possible fundamental fields on a manifold. Its most obvious representation, $2\times 2$ matrices with determinant 1 acting on 2-dimensional complex vectors corresponds to Weyl spinors, which are fields of massless particles with spin 1/2. If we require parity invariance, we have to directly sum two copies of this representation, and we end up with Dirac spinors, which correspond to massive particles with spin 1/2, such as electrons.
As to the Lie algebra of $SL(2,\mathbb{C})$, it is straight-forwardly related to $so(3,1)$. The generators of the Lorentz group can be shown to be related to "internal angular momentum" of the field, also known as "spin". Most importantly, the value of the Casimir element of $sl(2,\mathbb{C})$ in the given representation is known as the total spin magnitude of the given fundamental field. This number is, after all, what we mean when we say that a particle/field has a certain value of spin.
In other words, the group $SL(2,\mathbb{C})$ and its Lie algebra are intimately connected to fundamental fields "filling" the GR space-time. However, understanding the properties of such fields in the given space-time is often informative for seemingly disconnected investigations. Perhaps the most famous one in the field of General relativity is Witten's proof of the Positive mass theorem using spinor techniques.