This download looks like an addon. You need to extract the downloaded zip and put the addon folder in your Garry's Mod addons folder. You should end up with a directory structure similar to below:
Don't know where the Garry's Mod folder is or how to extract zip files? See more useful installation tips.
HeroHero, Running Blind, edsf, Vir, caedonsparx, The Papi4 ム, Albatross, biswayanbagchi, PULSE, Rick, Kicker of Shins, Chuck_Dee, FREEKILL5577, waseem25952786, IchmagKEKSE, AnkOoz, Samon Lucius One, Moon<3, Festive Lavers, kabaserkan14, George Mcfly, DaithiDeNogla, Odell Beckham Jr, stoned aleks, Itstheend, aprogamer5, Rob, IAmDragon, Hero Didgy, Pan-Da, Your Left Armpit Hair Is Long, whoahman, cool.rinet, Trace (aka JewCrusher), [PCC]God of Gmod, BarrelBombing, Hunty, Colorfull Toilet, Ultra, tinyfox1247, xALTEROSx, MAD KNOT | the BOOM, Depetele, Depetele, El Tano, TheAdvidVenom, I Slightly Dislike You, |QIG| Linkz™, DeanKirk14, christianpasague +21 others