If you haven't changed the key to do so, the Game Menu for Garry's Mod is invoked by pressing and holding down the Q key. You exit the Game Menu by releasing the Q key.
There are 5 tabs on the left side of the screen, and 4 tabs on the right side. These are as follows:
You can add any models by simply clicking. You can only add models (with the exception of Add-ons) that you have from any supported games that use the Source engine. You can view the list from the link.