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.
fedepro123, koca.kurt.01, rhynojohandupreez, Dante Freeman 101, who i am, Sgt-marco, maxz145, mickbh, Lieutenant Laxative, [FR] Alex, victor_9212, JERRYGALEXANDER, madarasz_tamas, FlaminPie, nekochan1945, SADBOY, Clock :P, SonicKungZA, 123123, ░▒▓HoverCat 0768▓▒░, Pauls4eva, Nightwish, Royer300, alwinboerman, ✇✚FREDDY✚✇, Pus, sondeps2121, dragonxd49, Kaathe, =PP= 419, thetruthisoutthere, x3hitman3x, Xilance, EFEX03, valsorimcivokjar, Keshwoof, Lord Ghost, Dr.Cat, ORTEGA, Free2Play