VGUI/Derma execution via command is a bit more difficult than simply making a clientside file. As iViscosity pointed out, you could put the file in either lua/ulx/modules/sh or lua/ulx/modules/cl. I would recommend putting the files in lua/ulx/modules/cl unless the file contains serverside code, as there's no reason to run it on the server if you don't need to.
If you want you could instead make it completely separate from ULX by simply putting it (your clientside lua file) somewhere in the (virtual) lua folder (preferably in a custom addon - no need to clutter up garrysmod/lua). You would then need to call it via a lua file placed in lua/autorun (again, preferably in an addon).
iViscosity's CheckAFK does include some examples for how to run clientside code (VGUI/Derma in this case) from a console command. The gist is that you use
ULib.clientRPC to call your clientside derma-creating function. If you
really want you could use the net library to get a bit 'closer to the metal' so to speak, but I'm not sure how useful that would be.
Oh, and please don't modify the ulx addon directly. e.g. if you want a file in
garrysmod/addons/ulx/lua/ulx/modules/cl, just create your own addon (just a new folder in garrysmod/addons) and replicate the file structure: place the file in
garrrysmod/addons/youraddon/lua/ulx/modules/cl. This way you can modify and extend ULX while still being able to update ULX with ease.
