How does "the gimp" come to be in Maynard's basement in Pulp Fiction?

'The Gimp' was already in the basement, he is kept down there. We can infer this from Maynard stating 'The Gimp's sleeping' and Zed suggesting 'Well we better wake him up then'.

To answer your second one, I suggest googling what a 'Gimp' is. However, if you don't want to, then I suggest googling 'gimp mask' which should be able to explain it.

This is all about sexual practice called 'S&M' which stands for 'Sadomasochism'.

Hope this helps, apologies if my quotes aren't 100% as I don't have the script to hand.