There's an excellent information on all your questions in the readme.
And, to be a bit more helpful than answering all the questions that are already answered in our readme file;
When you run the installer, if you don't change the location it asks to install, it places Ulib_readme.txt and the ULX_readme.txt in your garrysmod client folder.
Not the server, which you normally have to install somwhere else.
So, find the readme files, and they explain where to put them for the server.