Install loopMIDI[www.tobias-erichsen.de], gmcl_midi[github.com] and nanoMIDI[github.com]

Drop gmcl_midi into GarrysMod/garrysmod/lua/bin folder, if it doesn't exist, then create it

Run loopMIDI and click the plus sign at the bottom

Now you created virtual midi port

Now you can close loopMIDI

Open nanoMIDIPlayer and enable "Use MIDI" checkbox

Select your virtual midi port and select your midi file

Now, if you did everything correctly, then when using Musical Keyboard you will be asked to select a MIDI port, select your virtual one

After, just press "Start" in nanoMIDI and bingo!