Instructions
Press the "Esc" key while in GMod. This will open the game's main menu. Then select "Exit game" to quit the game.
Open your Steam library by right-clicking on the Steam icon in the tray notification area of your Windows taskbar and selecting "Library."
Double-click on "Garry's Mod" in the left-hand pane, which contains all the games that you have downloaded or purchased through Steam. Steam will now launch GMod again.