The heart of GMod is the Steam Workshop. Non-Steam versions cannot access the Workshop, meaning you are stuck with whatever basic assets come with the download. Manually installing legacy addons is a headache and often results in the dreaded "purple checkers" (missing textures) and "ERROR" models.
If you already own the current version of Garry's Mod (Version 13), you can often legally access older versions: gmod 11 working non steam free
To understand how a non-Steam version functions, one must understand the Source Engine's reliance on the Steamworks API. The heart of GMod is the Steam Workshop
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