First, you need to download SteamCMD, of course. This program is used to install the actual files for your server, and to install the Garry’s Mod files.
Download Link: https://developer.valvesoftware.com/wiki/SteamCMD
Extract the steamcmd.exe file inside it (extract into its own folder because the files will be installed into the directory of steamcmd.exe), and then run it.
I personally use SteamCMD to back up my server so I don’t loose my progress if something happens.