How do I draw a legend with arrows in it?

Question

I have the following picture and I'm looking to draw a legend that contains arrows in it and labels for each of the blue and orange arrows.

Can somebody give me pointers on how I should go about doing this? I tried doing it with a node but cant seem to draw an arrow within a node

Here is what I have so far:

\begin{tikzpicture}

\draw[step=0.5cm,color=gray] (-2,-2) grid (2,2);
\node(start) at (-1.75,1.75)[fill=green]{};
\node(end) at (0.25,-1.75)[fill=red]{};
\
  \foreach \y in {-1.75,-1.25,...,1} {
      \foreach \x in {-1.75,-1.25,...,0} {
          \node[fill=gray,scale=1.75] at (\x,\y){}; 
      }
  }

  \foreach \x in {-1.75,-1.25,...,1.25}{
        \draw[-latex,color=blue](\x,1.75)--(\x+0.5,1.75);}

    \foreach \y in{1.75,1.25,...,-1.25}{
        \draw[-latex,color=blue](1.75,\y)--(1.75,\y-0.5);
    }
    \foreach \x in {1.75,1.25,...,0.75}{
        \draw[-latex,color=blue](\x,-1.75)--(\x-0.5,-1.75);}
     \draw[-latex,orange](-1.75,1.75)--(-1.75,1.25);   
    \foreach \x in {-1.75,-1.25,...,-0.25}{
        \draw[-latex,orange](\x,1.25)--(\x+0.5,1.25);}

    \foreach \y in{1.25,0.75,...,-1.25}{
        \draw[-latex,color=orange](0.25,\y)--(0.25,\y-0.5);
    }
\end{tikzpicture}

Answer 1

You just need a matrix.

\documentclass[tikz,border=3mm]{standalone}
\begin{document}
\begin{tikzpicture}

\draw[step=0.5cm,color=gray] (-2,-2) grid (2,2);
\node(start) at (-1.75,1.75)[fill=green]{};
\node(end) at (0.25,-1.75)[fill=red]{};

  \foreach \y in {-1.75,-1.25,...,1} {
      \foreach \x in {-1.75,-1.25,...,0} {
          \node[fill=gray,scale=1.75] at (\x,\y){}; 
      }
  }

  \foreach \x in {-1.75,-1.25,...,1.25}{
        \draw[-latex,color=blue](\x,1.75)--(\x+0.5,1.75);}

    \foreach \y in{1.75,1.25,...,-1.25}{
        \draw[-latex,color=blue](1.75,\y)--(1.75,\y-0.5);
    }
    \foreach \x in {1.75,1.25,...,0.75}{
        \draw[-latex,color=blue](\x,-1.75)--(\x-0.5,-1.75);}
     \draw[-latex,orange](-1.75,1.75)--(-1.75,1.25);   
    \foreach \x in {-1.75,-1.25,...,-0.25}{
        \draw[-latex,orange](\x,1.25)--(\x+0.5,1.25);}

    \foreach \y in{1.25,0.75,...,-1.25}{
        \draw[-latex,color=orange](0.25,\y)--(0.25,\y-0.5);
    }
 \path ([xshift=1cm,yshift=-5mm]current bounding box.north east)
 node[matrix,anchor=north west,cells={nodes={font=\sffamily,anchor=west}},
 draw,thick,inner sep=1ex]{
  \draw[-latex,color=orange](0,0) -- ++ (0.6,0); & \node{Label 1};\\
  \draw[-latex,color=blue](0,0) -- ++ (0.6,0); & \node{Label 2};\\
 };
\end{tikzpicture}
\end{document}

BTW, this seems to cry for the parser library. This allows one to simplify the meandering arrow paths to

 \draw[-latex,color=blue,every
 edge/.style={draw,-latex,color=blue}](start.center)
  [arrow moves={rrrrrrrdddddddll}] -- (end.center);
 \draw[-latex,color=orange,every edge/.style={draw,-latex}](start.center)
  [arrow moves={drrrrddddd}] -- (end.center);

(One may simplify it further.)

\documentclass[tikz,border=3mm]{standalone}
\usepgfmodule{parser}
\pgfparserdef{arrowparser}{initial}{the letter l}% 
{\edef\temp{\temp\space edge ++(-\pgfkeysvalueof{/tikz/am/x},0) -- ++ (-\pgfkeysvalueof{/tikz/am/x},0)}}
\pgfparserdef{arrowparser}{initial}{the letter r}% 
{\edef\temp{\temp\space edge ++(\pgfkeysvalueof{/tikz/am/x},0) -- ++ (\pgfkeysvalueof{/tikz/am/x},0)}}
\pgfparserdef{arrowparser}{initial}{the letter u}% 
{\edef\temp{\temp\space edge ++(0,\pgfkeysvalueof{/tikz/am/y}) -- ++ (0,\pgfkeysvalueof{/tikz/am/y})}}
\pgfparserdef{arrowparser}{initial}{the letter d}% 
{\edef\temp{\temp\space edge ++(0,-\pgfkeysvalueof{/tikz/am/y}) -- ++ (0,-\pgfkeysvalueof{/tikz/am/y})}}
\pgfparserdef{arrowparser}{initial}{the character ;}% 
{\pgfparserswitch{final}}

\begin{document}
\begin{tikzpicture}[am/x/.initial=5mm,am/y/.initial=5mm,
    arrow moves/.code={\edef\temp{}%
    \pgfparserparse{arrowparser}#1;
    \tikzset{insert path=\temp}}]
  \draw[step=0.5cm,color=gray] (-2,-2) grid (2,2);
  \node(start) at (-1.75,1.75)[fill=green]{};
  \node(end) at (0.25,-1.75)[fill=red]{};
  \foreach \y in {-1.75,-1.25,...,1} {
      \foreach \x in {-1.75,-1.25,...,0} {
          \node[fill=gray,scale=1.75] at (\x,\y){}; 
      }
  }
 \draw[-latex,color=blue,every
 edge/.style={draw,-latex,color=blue}](start.center)
  [arrow moves={rrrrrrrdddddddll}] -- (end.center);
 \draw[-latex,color=orange,every edge/.style={draw,-latex}](start.center)
  [arrow moves={drrrrddddd}] -- (end.center);
%
 \path ([xshift=1cm,yshift=-5mm]current bounding box.north east)
 node[matrix,anchor=north west,cells={nodes={font=\sffamily,anchor=west}},
 draw,thick,inner sep=1ex]{
  \draw[-latex,color=orange](0,0) -- ++ (0.6,0); & \node{Label 1};\\
  \draw[-latex,color=blue](0,0) -- ++ (0.6,0); & \node{Label 2};\\
 };
\end{tikzpicture}
\end{document}

Answer 2

Here is another try, using tikz's decoration utility.

\documentclass{article}
\usepackage{tikz}
\usetikzlibrary{
  decorations.markings,
  arrows.meta
}

\def\cellsep{.1}

% #1 = coordinate, e.g., (1, 1)
% #2 = color
\newcommand{\fillcell}[2]{%
  \fill[color=#2] #1 ++(-1 + \cellsep, -1 + \cellsep) 
    rectangle +(1 - 2*\cellsep, 1 - 2*\cellsep); 
}

\tikzset{
  coord/.style={shift={(-.5, -.5)}},
  line with arrows/.style={postaction=decorate, coord}
}

\begin{document}
\begin{tikzpicture}[decoration={markings,
  mark=between positions .5cm and -.5cm step .9cm with {\arrow{Latex}}}]
  % grid
  \draw[gray] (0, 0) grid (8, 8);
  % filled cells
  \foreach \i in {1, ..., 5} {
    \foreach \j in {1, ..., 3} {
      \fillcell{(\i, \j)}{gray}
    }
  }
  \fillcell{(1, 6)}{blue}
  \fillcell{(8, 1)}{green}
  % line with arrows
  \draw[line with arrows, orange] 
    (1, 6) -- (8, 6) -- (8, 1);
  \draw[line with arrows, red] 
    (1, 6) -- (1, 4) -- (6, 4) -- (6, 1) -- (8, 1);
  % coordinate tips (helper)
  \foreach \i in {1, ..., 8} {
    \foreach \j in {1, ..., 8} {
      \node[coord, black!60, font=\small] at (\i, \j) {(\i, \j)};
    }
  }
\end{tikzpicture}
\end{document}

Lines adding coordinate tips in the center of each cell can be safely commented, when the whole picture is finished.