Do steam games have to be installed first to be mounted?

I just installed Gmod into a new computer, though as I play the game my other steam games are not mounted. I haven’t been playing for a long time and I decided to play it now, and I never seen this before.
This is some kind of error or do I have to install each steam game in order for it to mounted? Or was it supposed to be auto-mounting?

Each steam game that works with garrysmod must be downloaded as far as I know. Sometimes they don’t auto mount though. I would check the mount list just in case after downloading them.