It means that you have to load Team Fortress 2 into Garry's Mod. Here's some instructions: The first step is to install TF2. Once you've done that, start up Garry's Mod. In the main menu, there should be a little controller icon in the lower right side of the screen. Click that, and it'll show you the list of all the games you can load into Garry's Mod. Find Team Fortress 2, click on the check box, and then restart the game. Then, load in to the map of you choosing, and you're done.