Oh, I see what your talking about there Louis, that's just the way I have my webserver set up. Just the name of a file that I keep some stuff in. You create a URL (website) and send it to that website in that line. so yours might be something like this.
sv_messageurl "
http://louis.com/files/my_cool_site.htm"
You'll be putting that line there into the garrysmod/garrysmod/cfg/server.cfg file.
Open the server.cfg file with notepad to edit.
Also note, that site that I put up there is fake
you'll need to make your own.